+445.3%
EWT vs MRNA
+554.4%
-109.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.6% | +1.6% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | +4.5% | +126.1% | -121.7% | -1.5% |
| 3M | +8.3% | +190.0% | -181.8% | +0.3% |
| 6M | +54.2% | +157.2% | -103.0% | +43.7% |
| YTD | +74.6% | +388.2% | -313.6% | +56.3% |
| 1Y | +84.9% | +467.0% | -382.1% | +63.6% |
| 3Y | +197.5% | +36.1% | +161.5% | +177.1% |
| 5Y | +150.6% | -68.0% | +218.5% | +137.3% |
| All | +445.3% | +554.4% | -109.2% | +391.6% |
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