+33.1%
MRNA vs SW
+19.6%
+13.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.7% |
| 7D | +5.5% | -5.1% | +10.6% | +7.4% |
| 30D | +158.7% | -4.6% | +163.3% | +165.1% |
| 3M | +182.1% | +9.4% | +172.7% | +176.7% |
| 6M | +151.8% | +3.5% | +148.3% | +149.5% |
| YTD | +393.6% | +22.0% | +371.5% | +361.9% |
| 1Y | +499.5% | +2.2% | +497.3% | +489.0% |
| All | +33.1% | +19.6% | +13.5% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling