+1,100.9%
MRNA vs MAS
+216.3%
+884.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.5% |
| 7D | -12.1% | +3.0% | -15.1% | -13.1% |
| 30D | -1.3% | +22.4% | -23.7% | -9.1% |
| 3M | +250.9% | +14.5% | +236.5% | +233.7% |
| 6M | +343.0% | +27.1% | +315.9% | +304.2% |
| YTD | +657.4% | +35.8% | +621.7% | +571.2% |
| 1Y | +794.9% | +39.4% | +755.5% | +685.0% |
| 3Y | +218.1% | +60.3% | +157.9% | +170.5% |
| 5Y | -3.4% | +39.4% | -42.8% | -19.1% |
| All | +1,100.9% | +216.3% | +884.6% | +720.1% |
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