+499.5%
MRNA vs GFS
+37.2%
+462.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.4% |
| 7D | +5.5% | +1.0% | +4.5% | +5.3% |
| 30D | +158.7% | -8.6% | +167.3% | +160.7% |
| 3M | +182.1% | -46.5% | +228.7% | +213.1% |
| 6M | +151.8% | -4.8% | +156.6% | +121.8% |
| YTD | +393.6% | +29.7% | +363.9% | +254.3% |
| 1Y | +499.5% | +35.8% | +463.6% | +325.8% |
| All | +499.5% | +37.2% | +462.3% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling