+61.0%
EW vs MRNA
+554.4%
-493.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.1% | -3.0% |
| 7D | -6.2% | -1.1% | -5.1% | -6.1% |
| 30D | -9.3% | +126.1% | -135.4% | -15.3% |
| 3M | -1.6% | +190.0% | -191.6% | -10.0% |
| 6M | -0.8% | +157.2% | -158.1% | -8.7% |
| YTD | -1.0% | +388.2% | -389.2% | -13.1% |
| 1Y | +8.2% | +467.0% | -458.9% | -6.4% |
| 3Y | +12.7% | +36.1% | -23.4% | +4.8% |
| 5Y | -30.2% | -68.0% | +37.8% | -31.8% |
| All | +61.0% | +554.4% | -493.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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