+36.1%
MRNA vs GFS
-19.7%
+55.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.7% |
| 7D | -1.1% | +3.8% | -4.9% | -2.3% |
| 30D | +126.1% | -11.7% | +137.8% | +134.9% |
| 3M | +190.0% | -41.8% | +231.8% | +242.3% |
| 6M | +157.2% | +6.6% | +150.6% | +124.7% |
| YTD | +388.2% | +34.6% | +353.6% | +272.0% |
| 1Y | +467.0% | +46.2% | +420.9% | +314.0% |
| 3Y | +36.1% | -20.3% | +56.4% | +21.1% |
| All | +36.1% | -19.7% | +55.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling