+1,312.6%
TSM vs MRNA
+537.9%
+774.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +5.9% | +2.5% |
| 7D | +6.0% | -9.0% | +15.1% | +6.5% |
| 30D | +4.5% | +137.2% | -132.7% | -4.4% |
| 3M | +3.1% | +194.8% | -191.7% | -7.9% |
| 6M | +30.2% | +167.2% | -137.0% | +17.2% |
| YTD | +45.2% | +375.9% | -330.6% | +23.6% |
| 1Y | +79.6% | +465.2% | -385.6% | +49.9% |
| 3Y | +411.0% | +30.4% | +380.6% | +365.1% |
| 5Y | +290.7% | -66.8% | +357.5% | +271.2% |
| All | +1,312.6% | +537.9% | +774.8% | +1,143.1% |
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