+467.0%
MRNA vs GWRE
-44.7%
+511.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -13.2% | +12.2% | +2.0% |
| 30D | +126.1% | -18.6% | +144.7% | +134.7% |
| 3M | +190.0% | +18.9% | +171.1% | +182.3% |
| 6M | +157.2% | -11.0% | +168.2% | +159.7% |
| YTD | +388.2% | -29.9% | +418.1% | +431.0% |
| 1Y | +467.0% | -44.3% | +511.4% | +572.3% |
| All | +467.0% | -44.7% | +511.7% | +572.3% |
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