+634.5%
MRNA vs HAS
+37.9%
+596.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -8.2% | -3.1% | -5.2% | -7.7% |
| 30D | +125.6% | -6.4% | +131.9% | +128.1% |
| 3M | +197.1% | +10.4% | +186.7% | +191.4% |
| 6M | +148.5% | -3.7% | +152.2% | +148.8% |
| YTD | +363.3% | +12.5% | +350.8% | +350.9% |
| 1Y | +462.0% | +19.8% | +442.1% | +440.5% |
| 3Y | +26.9% | +46.0% | -19.0% | +15.9% |
| 5Y | -69.6% | +12.5% | -82.1% | -72.3% |
| All | +634.5% | +37.9% | +596.6% | +593.0% |
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