+37.3%
GS vs MRNA
+444.4%
-407.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.7% |
| 7D | +2.4% | -10.1% | +12.5% | +2.5% |
| 30D | -0.1% | +126.7% | -126.8% | -1.8% |
| 3M | +0.2% | +184.1% | -183.9% | -5.0% |
| 6M | +24.8% | +143.3% | -118.5% | +20.1% |
| YTD | +18.8% | +359.9% | -341.1% | +5.8% |
| 1Y | +37.3% | +454.2% | -416.9% | +20.0% |
| All | +37.3% | +444.4% | -407.1% | +20.0% |
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