+3.9%
MRNA vs SW
-2.6%
+6.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.5% |
| 7D | +14.6% | +2.3% | +12.3% | +14.1% |
| 30D | +29.4% | +6.8% | +22.6% | +26.9% |
| 3M | +371.9% | -5.2% | +377.1% | +381.9% |
| 6M | +421.0% | +7.4% | +413.6% | +415.4% |
| YTD | +762.0% | +17.4% | +744.6% | +728.9% |
| 1Y | +944.8% | +27.1% | +917.7% | +886.9% |
| 3Y | +252.7% | +47.9% | +204.8% | +225.2% |
| All | +3.9% | -2.6% | +6.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling