+36.1%
MRNA vs GWRE
+50.1%
-14.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -13.2% | +12.2% | +2.1% |
| 30D | +126.1% | -18.6% | +144.7% | +135.0% |
| 3M | +190.0% | +18.9% | +171.1% | +176.9% |
| 6M | +157.2% | -11.0% | +168.2% | +157.6% |
| YTD | +388.2% | -29.9% | +418.1% | +415.4% |
| 1Y | +467.0% | -44.3% | +511.4% | +537.4% |
| 3Y | +36.1% | +51.7% | -15.6% | +0.8% |
| All | +36.1% | +50.1% | -14.0% | +0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling