-58.8%
MRNA vs GTLB
-49.8%
-9.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | +0.3% |
| 7D | -8.2% | -4.1% | -4.2% | -7.4% |
| 30D | +125.6% | +12.3% | +113.2% | +119.6% |
| 3M | +197.1% | +65.9% | +131.2% | +167.6% |
| 6M | +148.5% | +104.0% | +44.5% | +112.2% |
| YTD | +363.3% | +26.0% | +337.2% | +332.5% |
| 1Y | +462.0% | -3.5% | +465.5% | +449.8% |
| 3Y | +26.9% | -9.6% | +36.6% | +20.0% |
| All | -58.8% | -49.8% | -9.0% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling