+240.4%
GS vs MRNA
+30.4%
+210.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.1% |
| 7D | +3.4% | -9.0% | +12.4% | +3.7% |
| 30D | +0.2% | +137.2% | -137.0% | -5.3% |
| 3M | -0.3% | +194.8% | -195.1% | -8.9% |
| 6M | +27.4% | +167.2% | -139.8% | +17.5% |
| YTD | +19.6% | +375.9% | -356.2% | +1.8% |
| 1Y | +42.5% | +465.2% | -422.7% | +17.7% |
| 3Y | +240.4% | +30.4% | +210.1% | +196.1% |
| All | +240.4% | +30.4% | +210.0% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling