-25.7%
GIS vs MRNA
-67.9%
+42.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -6.4% | -1.1% | -5.3% | -6.4% |
| 30D | -6.1% | +126.1% | -132.2% | -8.8% |
| 3M | +7.8% | +190.0% | -182.2% | +4.5% |
| 6M | -8.8% | +157.2% | -166.0% | -11.5% |
| YTD | -19.1% | +388.2% | -407.3% | -22.3% |
| 1Y | -24.8% | +467.0% | -491.8% | -28.0% |
| 3Y | -37.6% | +36.1% | -73.6% | -39.9% |
| All | -25.7% | -67.9% | +42.2% | -28.9% |
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 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