+682.5%
MRNA vs SW
+138.2%
+544.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | +5.5% | -5.1% | +10.6% | +6.5% |
| 30D | +158.7% | -4.6% | +163.3% | +162.4% |
| 3M | +182.1% | +9.4% | +172.7% | +178.4% |
| 6M | +151.8% | +3.5% | +148.3% | +150.1% |
| YTD | +393.6% | +22.0% | +371.5% | +374.3% |
| 1Y | +499.5% | +2.2% | +497.3% | +492.5% |
| 3Y | +29.3% | +19.6% | +9.7% | +23.6% |
| 5Y | -65.1% | -2.3% | -62.7% | -66.7% |
| All | +682.5% | +138.2% | +544.4% | +479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling