-5.0%
MRNA vs SW
-2.3%
-2.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -3.2% |
| 7D | -12.1% | -2.9% | -9.2% | -11.4% |
| 30D | -1.3% | +5.0% | -6.3% | -2.6% |
| 3M | +250.9% | -13.7% | +264.6% | +266.3% |
| 6M | +343.0% | +8.0% | +335.0% | +338.8% |
| YTD | +657.4% | +14.0% | +643.5% | +634.7% |
| 1Y | +794.9% | +25.6% | +769.3% | +749.4% |
| 3Y | +218.1% | +40.1% | +178.0% | +197.2% |
| All | -5.0% | -2.3% | -2.7% | -6.5% |
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