+277.6%
TSM vs MRNA
-70.5%
+348.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | +2.6% | -8.2% | +10.9% | +3.1% |
| 30D | +1.4% | +125.6% | -124.1% | -7.5% |
| 3M | +5.0% | +197.1% | -192.1% | -8.3% |
| 6M | +24.0% | +148.5% | -124.5% | +10.5% |
| YTD | +41.6% | +363.3% | -321.7% | +15.3% |
| 1Y | +66.2% | +462.0% | -395.8% | +30.8% |
| 3Y | +398.2% | +26.9% | +371.3% | +350.8% |
| 5Y | +277.6% | -69.6% | +347.2% | +249.5% |
| All | +277.6% | -70.5% | +348.1% | +249.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling