+509.2%
GS vs MRNA
+915.3%
-406.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.4% |
| 7D | +5.9% | -12.1% | +18.0% | +6.3% |
| 30D | +4.3% | -1.3% | +5.6% | +4.3% |
| 3M | -11.7% | +250.9% | -262.6% | -17.1% |
| 6M | -3.2% | +343.0% | -346.2% | -10.6% |
| YTD | +5.8% | +657.4% | -651.6% | -5.5% |
| 1Y | +16.0% | +794.9% | -778.9% | +2.7% |
| 3Y | +199.8% | +218.1% | -18.4% | +173.3% |
| 5Y | +155.5% | -3.4% | +158.9% | +136.1% |
| All | +509.2% | +915.3% | -406.1% | +463.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling