+682.5%
MRNA vs WM
+167.5%
+515.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | +158.7% | -2.4% | +161.1% | +159.8% |
| 3M | +182.1% | +0.4% | +181.7% | +180.8% |
| 6M | +151.8% | -9.5% | +161.3% | +155.6% |
| YTD | +393.6% | +0.5% | +393.1% | +389.5% |
| 1Y | +499.5% | -1.1% | +500.6% | +495.6% |
| 3Y | +29.3% | +46.0% | -16.7% | +15.7% |
| 5Y | -65.1% | +51.8% | -116.9% | -69.2% |
| All | +682.5% | +167.5% | +515.0% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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