+987.9%
MRNA vs ITW
+24.0%
+963.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +2.4% | +10.7% | +12.6% |
| 7D | +20.6% | +6.3% | +14.3% | +19.2% |
| 30D | +27.1% | +11.1% | +16.1% | +24.4% |
| 3M | +353.4% | +0.1% | +353.3% | +357.3% |
| 6M | +446.3% | +18.1% | +428.2% | +401.3% |
| YTD | +776.2% | +21.4% | +754.8% | +655.8% |
| 1Y | +987.9% | +22.9% | +965.0% | +813.1% |
| All | +987.9% | +24.0% | +963.9% | +813.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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