+584.1%
GS vs MRNA
+554.4%
+29.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -0.3% | +126.1% | -126.4% | -5.0% |
| 3M | -0.1% | +190.0% | -190.2% | -6.4% |
| 6M | +26.1% | +157.2% | -131.1% | +18.8% |
| YTD | +18.8% | +388.2% | -369.4% | +7.7% |
| 1Y | +33.7% | +467.0% | -433.3% | +20.0% |
| 3Y | +238.9% | +36.1% | +202.9% | +217.3% |
| 5Y | +187.9% | -68.0% | +255.9% | +168.3% |
| All | +584.1% | +554.4% | +29.7% | +541.9% |
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 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