+36.1%
MRNA vs MAGS
+128.4%
-92.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.7% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | +126.1% | +3.2% | +122.9% | +122.6% |
| 3M | +190.0% | +7.7% | +182.4% | +178.2% |
| 6M | +157.2% | +12.5% | +144.8% | +141.8% |
| YTD | +388.2% | +6.0% | +382.2% | +371.9% |
| 1Y | +467.0% | +14.4% | +452.7% | +423.2% |
| 3Y | +36.1% | +127.5% | -91.4% | -5.7% |
| All | +36.1% | +128.4% | -92.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling