+674.0%
MRNA vs GFI
+1,674.2%
-1,000.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.6% | +5.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.3% |
| 30D | +126.1% | +10.7% | +115.4% | +123.7% |
| 3M | +190.0% | +25.6% | +164.4% | +182.9% |
| 6M | +157.2% | -8.3% | +165.5% | +157.7% |
| YTD | +388.2% | +6.3% | +381.9% | +382.2% |
| 1Y | +467.0% | +22.1% | +445.0% | +453.1% |
| 3Y | +36.1% | +289.2% | -253.1% | +18.4% |
| 5Y | -68.0% | +531.7% | -599.6% | -73.6% |
| All | +674.0% | +1,674.2% | -1,000.1% | +510.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 all: compounded portfolio wealth divided by compounded GFI 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…
all analysis · Full analysis span regression · 6 months rolling