+1,266.6%
MRNA vs MAS
+207.1%
+1,059.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.9% |
| 7D | +14.6% | +2.4% | +12.3% | +13.8% |
| 30D | +29.4% | +19.8% | +9.5% | +19.9% |
| 3M | +371.9% | +9.8% | +362.1% | +355.5% |
| 6M | +421.0% | +15.8% | +405.2% | +391.5% |
| YTD | +762.0% | +31.8% | +730.1% | +672.2% |
| 1Y | +944.8% | +35.4% | +909.4% | +826.9% |
| 3Y | +252.7% | +59.2% | +193.5% | +201.3% |
| 5Y | +7.3% | +41.2% | -34.0% | -9.3% |
| All | +1,266.6% | +207.1% | +1,059.5% | +843.6% |
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