+634.5%
MRNA vs NWSA
+156.1%
+478.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -8.2% | -4.8% | -3.5% | -6.7% |
| 30D | +125.6% | +3.0% | +122.6% | +123.3% |
| 3M | +197.1% | +9.3% | +187.8% | +186.9% |
| 6M | +148.5% | +23.2% | +125.3% | +129.9% |
| YTD | +363.3% | +13.3% | +349.9% | +340.3% |
| 1Y | +462.0% | +2.9% | +459.1% | +450.9% |
| 3Y | +26.9% | +43.3% | -16.4% | +13.5% |
| 5Y | -69.6% | +40.9% | -110.5% | -73.4% |
| All | +634.5% | +156.1% | +478.4% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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