+16.6%
GS vs MRNA
+896.8%
-880.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.8% |
| 7D | -0.1% | -3.8% | +3.6% | -0.1% |
| 30D | +3.7% | +16.4% | -12.7% | +3.5% |
| 3M | -10.0% | +310.6% | -320.5% | -11.8% |
| 6M | -1.0% | +370.3% | -371.3% | -5.8% |
| YTD | +7.0% | +743.3% | -736.3% | -7.8% |
| 1Y | +16.6% | +841.7% | -825.0% | -4.2% |
| All | +16.6% | +896.8% | -880.1% | -4.2% |
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