+1,100.9%
MRNA vs HAS
+84.3%
+1,016.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.3% |
| 7D | -12.1% | +1.4% | -13.5% | -12.3% |
| 30D | -1.3% | +26.3% | -27.6% | -5.3% |
| 3M | +250.9% | +25.6% | +225.3% | +236.9% |
| 6M | +343.0% | +30.3% | +312.8% | +321.0% |
| YTD | +657.4% | +50.4% | +607.1% | +600.1% |
| 1Y | +794.9% | +57.7% | +737.2% | +720.1% |
| 3Y | +218.1% | +213.4% | +4.8% | +164.3% |
| 5Y | -3.4% | +49.1% | -52.5% | -16.4% |
| All | +1,100.9% | +84.3% | +1,016.6% | +975.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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