+674.0%
MRNA vs WY
+11.8%
+662.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.3% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | +126.1% | -10.1% | +136.2% | +133.7% |
| 3M | +190.0% | -8.5% | +198.5% | +197.4% |
| 6M | +157.2% | -3.3% | +160.6% | +160.5% |
| YTD | +388.2% | -4.4% | +392.6% | +393.7% |
| 1Y | +467.0% | -11.5% | +478.5% | +483.5% |
| 3Y | +36.1% | -24.3% | +60.4% | +44.3% |
| 5Y | -68.0% | -21.3% | -46.6% | -65.7% |
| All | +674.0% | +11.8% | +662.2% | +720.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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