+1,198.2%
MRNA vs SW
+131.3%
+1,066.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.2% |
| 7D | +8.4% | +4.7% | +3.7% | +7.5% |
| 30D | +28.8% | +5.0% | +23.8% | +27.3% |
| 3M | +329.2% | -7.3% | +336.6% | +338.0% |
| 6M | +416.9% | +15.0% | +402.0% | +406.2% |
| YTD | +718.8% | +18.5% | +700.3% | +691.8% |
| 1Y | +924.9% | +27.1% | +897.7% | +878.6% |
| 3Y | +211.4% | +49.3% | +162.1% | +190.4% |
| 5Y | +1.9% | -1.6% | +3.5% | -2.5% |
| All | +1,198.2% | +131.3% | +1,066.9% | +867.9% |
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