+606.9%
GEV vs MRNA
+24.7%
+582.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -1.9% | -8.2% | +6.3% | -1.7% |
| 30D | -8.7% | +125.6% | -134.3% | -13.0% |
| 3M | +6.6% | +197.1% | -190.5% | -3.0% |
| 6M | +10.2% | +148.5% | -138.3% | +2.4% |
| YTD | +41.6% | +363.3% | -321.7% | +20.3% |
| 1Y | +43.9% | +462.0% | -418.1% | +18.3% |
| All | +606.9% | +24.7% | +582.2% | +567.3% |
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