+1,100.9%
MRNA vs GD
+155.6%
+945.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | -12.1% | +2.7% | -14.8% | -12.6% |
| 30D | -1.3% | +8.6% | -9.9% | -3.1% |
| 3M | +250.9% | -7.1% | +258.0% | +255.8% |
| 6M | +343.0% | +7.5% | +335.6% | +335.0% |
| YTD | +657.4% | +9.9% | +647.5% | +641.1% |
| 1Y | +794.9% | +7.6% | +787.4% | +779.8% |
| 3Y | +218.1% | +56.2% | +161.9% | +198.5% |
| 5Y | -3.4% | +100.6% | -104.0% | -10.0% |
| All | +1,100.9% | +155.6% | +945.3% | +911.6% |
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