+545.3%
GLW vs MRNA
+537.9%
+7.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.6% | +11.1% | +7.7% |
| 7D | +14.0% | -9.0% | +23.1% | +14.3% |
| 30D | +0.4% | +137.2% | -136.8% | -5.1% |
| 3M | -11.3% | +194.8% | -206.2% | -17.8% |
| 6M | +35.1% | +167.2% | -132.1% | +26.0% |
| YTD | +90.5% | +375.9% | -285.3% | +70.2% |
| 1Y | +132.0% | +465.2% | -333.1% | +104.4% |
| 3Y | +463.3% | +30.4% | +432.9% | +427.7% |
| 5Y | +382.5% | -66.8% | +449.3% | +360.3% |
| All | +545.3% | +537.9% | +7.5% | +480.1% |
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