-45.7%
TOST vs MRNA
-66.4%
+20.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -3.4% | +5.5% | -8.9% | -3.9% |
| 30D | -2.4% | +158.7% | -161.2% | -18.5% |
| 3M | +34.6% | +182.1% | -147.5% | +9.2% |
| 6M | +15.2% | +151.8% | -136.6% | -5.3% |
| YTD | -4.4% | +393.6% | -398.0% | -34.1% |
| 1Y | -17.4% | +499.5% | -516.9% | -46.8% |
| 3Y | +54.5% | +29.3% | +25.1% | +36.9% |
| All | -45.7% | -66.4% | +20.7% | -42.7% |
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