+15.9%
EW vs MRNA
+27.9%
-12.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.7% |
| 7D | -3.4% | -8.2% | +4.9% | -3.2% |
| 30D | -7.4% | +125.6% | -132.9% | -10.9% |
| 3M | +0.9% | +197.1% | -196.1% | -4.8% |
| 6M | +1.2% | +148.5% | -147.3% | -3.7% |
| YTD | +1.8% | +363.3% | -361.5% | -7.0% |
| 1Y | +10.8% | +462.0% | -451.1% | -0.3% |
| All | +15.9% | +27.9% | -12.0% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling