+29.1%
MRNA vs BWA
+68.2%
-39.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -8.2% | -0.1% | -8.2% | -8.2% |
| 30D | +125.6% | -5.5% | +131.0% | +130.5% |
| 3M | +197.1% | -7.6% | +204.7% | +205.2% |
| 6M | +148.5% | +25.0% | +123.5% | +116.1% |
| YTD | +363.3% | +47.0% | +316.3% | +242.2% |
| 1Y | +462.0% | +54.0% | +408.0% | +301.6% |
| All | +29.1% | +68.2% | -39.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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