-18.0%
GIS vs MRNA
+511.3%
-529.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.2% | -2.4% |
| 7D | -7.8% | +5.5% | -13.3% | -7.9% |
| 30D | +6.6% | +158.7% | -152.2% | +3.4% |
| 3M | +21.0% | +182.1% | -161.2% | +17.8% |
| 6M | -9.1% | +151.8% | -160.9% | -11.4% |
| YTD | -13.6% | +393.6% | -407.2% | -16.6% |
| 1Y | -18.0% | +499.5% | -517.5% | -22.9% |
| All | -18.0% | +511.3% | -529.3% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling