+65.5%
EW vs MRNA
+537.9%
-472.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | 0.0% | -3.4% |
| 7D | -4.4% | -9.0% | +4.6% | -4.1% |
| 30D | -3.3% | +137.2% | -140.5% | -10.1% |
| 3M | +1.0% | +194.8% | -193.8% | -7.7% |
| 6M | +6.2% | +167.2% | -161.0% | -2.5% |
| YTD | +1.7% | +375.9% | -374.1% | -10.6% |
| 1Y | +8.1% | +465.2% | -457.0% | -6.5% |
| 3Y | +17.1% | +30.4% | -13.3% | +9.1% |
| 5Y | -29.4% | -66.8% | +37.5% | -31.0% |
| All | +65.5% | +537.9% | -472.4% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling