+499.5%
MRNA vs GWRE
-25.4%
+524.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -19.9% | +17.7% | +1.7% |
| 7D | +5.5% | -21.1% | +26.6% | +10.0% |
| 30D | +158.7% | +1.3% | +157.4% | +157.8% |
| 3M | +182.1% | +7.4% | +174.7% | +173.7% |
| 6M | +151.8% | +5.6% | +146.2% | +144.1% |
| YTD | +393.6% | -19.2% | +412.8% | +405.1% |
| 1Y | +499.5% | -25.1% | +524.6% | +528.1% |
| All | +499.5% | -25.4% | +524.9% | +528.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling