+629.1%
MRNA vs GD
+146.8%
+482.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -10.1% | -3.1% | -6.9% | -9.5% |
| 30D | +126.7% | -10.9% | +137.7% | +132.4% |
| 3M | +184.1% | +2.5% | +181.6% | +182.4% |
| 6M | +143.3% | -1.7% | +145.0% | +143.8% |
| YTD | +359.9% | +6.1% | +353.7% | +354.2% |
| 1Y | +454.2% | +11.7% | +442.5% | +443.7% |
| 3Y | +26.0% | +71.8% | -45.8% | +18.0% |
| 5Y | -70.3% | +92.2% | -162.4% | -72.0% |
| All | +629.1% | +146.8% | +482.3% | +519.9% |
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