+1,237.0%
MRNA vs SW
+128.8%
+1,108.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -3.8% | -2.6% | -1.2% | -3.2% |
| 30D | +16.4% | +7.2% | +9.1% | +14.6% |
| 3M | +310.6% | -10.5% | +321.0% | +321.4% |
| 6M | +370.3% | +9.9% | +360.4% | +364.2% |
| YTD | +743.3% | +17.2% | +726.1% | +717.3% |
| 1Y | +841.7% | +26.5% | +815.2% | +800.2% |
| 3Y | +255.0% | +47.7% | +207.4% | +231.8% |
| 5Y | +10.1% | +0.2% | +9.9% | +5.3% |
| All | +1,237.0% | +128.8% | +1,108.2% | +899.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling