+1,248.5%
MRNA vs MAS
+216.8%
+1,031.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.2% |
| 7D | +9.8% | +3.6% | +6.2% | +8.6% |
| 30D | +11.5% | +23.8% | -12.3% | +2.1% |
| 3M | +319.4% | +14.4% | +305.0% | +298.6% |
| 6M | +361.5% | +19.7% | +341.8% | +330.0% |
| YTD | +750.6% | +36.0% | +714.6% | +653.2% |
| 1Y | +913.0% | +40.4% | +872.7% | +786.8% |
| 3Y | +258.1% | +58.9% | +199.2% | +205.0% |
| 5Y | +9.6% | +44.5% | -35.0% | -8.4% |
| All | +1,248.5% | +216.8% | +1,031.8% | +820.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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