+474.6%
MRNA vs WOLF
+57.5%
+417.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -2.3% |
| 7D | +5.5% | +9.7% | -4.2% | +5.3% |
| 30D | +158.7% | +12.5% | +146.2% | +152.6% |
| 3M | +182.1% | -57.7% | +239.9% | +193.3% |
| 6M | +151.8% | +37.7% | +114.1% | +135.8% |
| YTD | +393.6% | +62.8% | +330.7% | +361.1% |
| All | +474.6% | +57.5% | +417.1% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling