-65.7%
MRNA vs WAT
-3.5%
-62.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.3% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | +126.1% | -1.9% | +128.0% | +132.4% |
| 3M | +190.0% | +13.5% | +176.5% | +175.2% |
| 6M | +157.2% | +37.2% | +120.0% | +118.1% |
| YTD | +388.2% | +7.5% | +380.7% | +370.2% |
| 1Y | +467.0% | +35.0% | +432.0% | +379.6% |
| 3Y | +36.1% | +55.1% | -19.0% | +0.7% |
| All | -65.7% | -3.5% | -62.2% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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