-11.9%
MRNA vs OWL
+22.7%
-34.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.4% |
| 7D | -8.2% | -11.9% | +3.7% | -3.4% |
| 30D | +125.6% | -13.7% | +139.3% | +140.1% |
| 3M | +197.1% | +12.3% | +184.8% | +185.4% |
| 6M | +148.5% | +15.0% | +133.5% | +134.7% |
| YTD | +363.3% | -25.7% | +389.0% | +412.1% |
| 1Y | +462.0% | -39.5% | +501.5% | +565.5% |
| 3Y | +26.9% | +0.9% | +26.0% | +19.4% |
| 5Y | -69.6% | -16.5% | -53.1% | -71.8% |
| All | -11.9% | +22.7% | -34.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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