-45.4%
TOST vs MRNA
-42.6%
-2.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | -3.6% | -3.8% | +0.2% | -3.3% |
| 30D | +8.9% | +16.4% | -7.5% | +7.1% |
| 3M | -2.2% | +310.6% | -312.8% | -21.1% |
| 6M | +41.0% | +370.3% | -329.3% | +8.9% |
| YTD | -4.0% | +743.3% | -747.3% | -37.2% |
| 1Y | -9.6% | +841.7% | -851.2% | -42.7% |
| 3Y | +141.7% | +255.0% | -113.3% | +73.8% |
| 5Y | -29.5% | +10.1% | -39.6% | -34.3% |
| All | -45.4% | -42.6% | -2.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling