-65.7%
MRNA vs W
-62.2%
-3.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.2% | +5.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +126.1% | -4.2% | +130.4% | +131.5% |
| 3M | +190.0% | +26.9% | +163.1% | +171.8% |
| 6M | +157.2% | +31.2% | +126.0% | +136.8% |
| YTD | +388.2% | -1.8% | +390.0% | +379.4% |
| 1Y | +467.0% | +9.3% | +457.7% | +431.1% |
| 3Y | +36.1% | +33.2% | +2.9% | +10.0% |
| All | -65.7% | -62.2% | -3.5% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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