+1,431.3%
TSLA vs MRNA
+554.4%
+876.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.1% |
| 7D | +3.2% | -1.1% | +4.3% | +3.3% |
| 30D | +11.6% | +126.1% | -114.5% | -3.6% |
| 3M | -8.4% | +190.0% | -198.5% | -24.1% |
| 6M | -10.4% | +157.2% | -167.6% | -24.7% |
| YTD | -18.7% | +388.2% | -406.9% | -38.0% |
| 1Y | -0.9% | +467.0% | -467.9% | -26.6% |
| 3Y | +33.6% | +36.1% | -2.5% | +14.8% |
| 5Y | +48.9% | -68.0% | +116.9% | +39.4% |
| All | +1,431.3% | +554.4% | +876.9% | +1,179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling