+523.8%
MRNA vs TW
+206.7%
+317.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.4% | +5.5% |
| 7D | -1.1% | -4.5% | +3.4% | -0.5% |
| 30D | +126.1% | -2.3% | +128.4% | +125.8% |
| 3M | +190.0% | +2.6% | +187.4% | +185.0% |
| 6M | +157.2% | -17.5% | +174.8% | +164.5% |
| YTD | +388.2% | -5.3% | +393.5% | +384.7% |
| 1Y | +467.0% | -14.8% | +481.8% | +476.8% |
| 3Y | +36.1% | +18.8% | +17.2% | +24.7% |
| 5Y | -68.0% | +20.7% | -88.7% | -71.5% |
| All | +523.8% | +206.7% | +317.1% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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