+467.0%
MRNA vs GTLB
-4.2%
+471.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.0% | +5.5% |
| 7D | -1.1% | -5.7% | +4.6% | +0.1% |
| 30D | +126.1% | +15.1% | +111.0% | +120.0% |
| 3M | +190.0% | +65.5% | +124.6% | +174.7% |
| 6M | +157.2% | +102.9% | +54.3% | +140.6% |
| YTD | +388.2% | +25.2% | +363.0% | +371.7% |
| 1Y | +467.0% | -5.5% | +472.6% | +458.0% |
| All | +467.0% | -4.2% | +471.3% | +458.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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