+36.1%
MRNA vs GME
+18.5%
+17.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +5.0% |
| 7D | -1.1% | +10.4% | -11.5% | -2.0% |
| 30D | +126.1% | +14.1% | +112.0% | +123.3% |
| 3M | +190.0% | -4.6% | +194.7% | +191.2% |
| 6M | +157.2% | -13.5% | +170.8% | +160.3% |
| YTD | +388.2% | +5.3% | +382.9% | +385.2% |
| 1Y | +467.0% | -14.9% | +481.9% | +473.3% |
| 3Y | +36.1% | +24.3% | +11.8% | +21.6% |
| All | +36.1% | +18.5% | +17.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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