-4.5%
GS vs MRNA
+194.6%
-199.1%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | +0.9% | +5.5% | -4.5% | +0.9% |
| 30D | -1.6% | +158.7% | -160.3% | -3.0% |
| 3M | -4.5% | +182.1% | -186.6% | -6.9% |
| All | -4.5% | +194.6% | -199.1% | -6.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling