+475.5%
GS vs MRNA
+1,055.4%
-579.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.6% | -0.5% |
| 7D | -3.2% | +14.6% | -17.9% | -3.6% |
| 30D | -2.4% | +29.4% | -31.8% | -3.3% |
| 3M | -15.7% | +371.9% | -387.7% | -22.0% |
| 6M | -6.8% | +421.0% | -427.8% | -14.4% |
| YTD | -0.1% | +762.0% | -762.0% | -11.0% |
| 1Y | +12.1% | +944.8% | -932.7% | -1.3% |
| 3Y | +185.8% | +252.7% | -66.9% | +159.7% |
| 5Y | +140.1% | +7.3% | +132.8% | +121.0% |
| All | +475.5% | +1,055.4% | -579.9% | +430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling