-65.7%
MRNA vs GAP
+8.7%
-74.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.2% |
| 30D | +126.1% | +6.2% | +119.9% | +122.2% |
| 3M | +190.0% | -0.7% | +190.7% | +188.4% |
| 6M | +157.2% | -7.1% | +164.3% | +157.9% |
| YTD | +388.2% | -14.1% | +402.3% | +396.2% |
| 1Y | +467.0% | -8.5% | +475.5% | +466.5% |
| 3Y | +36.1% | +115.4% | -79.3% | +6.9% |
| All | -65.7% | +8.7% | -74.4% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling