+1,248.5%
MRNA vs GD
+158.4%
+1,090.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -7.0% |
| 7D | +9.8% | -1.9% | +11.7% | +10.1% |
| 30D | +11.5% | +10.9% | +0.6% | +9.0% |
| 3M | +319.4% | -6.8% | +326.1% | +324.9% |
| 6M | +361.5% | +7.0% | +354.5% | +353.6% |
| YTD | +750.6% | +11.1% | +739.4% | +730.4% |
| 1Y | +913.0% | +7.0% | +906.0% | +896.6% |
| 3Y | +258.1% | +59.9% | +198.2% | +234.9% |
| 5Y | +9.6% | +102.5% | -92.9% | +1.9% |
| All | +1,248.5% | +158.4% | +1,090.1% | +1,033.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling