+499.5%
MRNA vs ITW
+5.8%
+493.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.1% |
| 7D | +5.5% | -3.6% | +9.0% | +6.6% |
| 30D | +158.7% | -9.1% | +167.9% | +167.7% |
| 3M | +182.1% | +8.2% | +173.9% | +163.8% |
| 6M | +151.8% | -4.8% | +156.6% | +154.8% |
| YTD | +393.6% | +11.0% | +382.5% | +341.6% |
| 1Y | +499.5% | +4.2% | +495.2% | +479.2% |
| All | +499.5% | +5.8% | +493.7% | +479.2% |
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