-66.6%
MRNA vs GD
+97.9%
-164.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.5% |
| 7D | +5.5% | -5.3% | +10.7% | +7.9% |
| 30D | +158.7% | -6.4% | +165.2% | +166.1% |
| 3M | +182.1% | +5.7% | +176.4% | +174.2% |
| 6M | +151.8% | -0.9% | +152.8% | +152.2% |
| YTD | +393.6% | +8.2% | +385.4% | +375.1% |
| 1Y | +499.5% | +13.4% | +486.0% | +468.4% |
| 3Y | +29.3% | +68.5% | -39.2% | +8.5% |
| All | -66.6% | +97.9% | -164.6% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling