+674.0%
MRNA vs GWRE
+65.8%
+608.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -1.1% | -13.2% | +12.2% | +3.7% |
| 30D | +126.1% | -18.6% | +144.7% | +139.2% |
| 3M | +190.0% | +18.9% | +171.1% | +167.7% |
| 6M | +157.2% | -11.0% | +168.2% | +156.0% |
| YTD | +388.2% | -29.9% | +418.1% | +423.7% |
| 1Y | +467.0% | -44.3% | +511.4% | +563.5% |
| 3Y | +36.1% | +51.7% | -15.6% | -0.4% |
| 5Y | -68.0% | +15.4% | -83.4% | -74.8% |
| All | +674.0% | +65.8% | +608.2% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling