+468.4%
MRNA vs WOLF
+44.0%
+424.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +5.3% |
| 7D | -1.1% | -8.6% | +7.5% | -0.9% |
| 30D | +126.1% | -18.3% | +144.4% | +126.8% |
| 3M | +190.0% | -43.1% | +233.1% | +194.6% |
| 6M | +157.2% | +42.4% | +114.8% | +140.5% |
| YTD | +388.2% | +48.9% | +339.3% | +356.9% |
| All | +468.4% | +44.0% | +424.4% | +407.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling