+688.7%
MRNA vs GNRC
+234.6%
+454.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.2% | +3.4% |
| 7D | +0.8% | -5.5% | +6.3% | +2.3% |
| 30D | +131.7% | -19.3% | +151.0% | +145.7% |
| 3M | +193.9% | -32.5% | +226.5% | +223.5% |
| 6M | +179.1% | -11.7% | +190.8% | +180.9% |
| YTD | +397.4% | +29.8% | +367.6% | +341.3% |
| 1Y | +523.9% | -4.0% | +528.0% | +501.0% |
| 3Y | +30.0% | +58.1% | -28.1% | +6.1% |
| 5Y | -65.7% | -59.2% | -6.5% | -63.0% |
| All | +688.7% | +234.6% | +454.1% | +442.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling