+318.9%
FERG vs MRNA
+554.4%
-235.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | +0.5% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | -8.9% | +126.1% | -135.0% | -14.2% |
| 3M | -2.0% | +190.0% | -192.1% | -9.7% |
| 6M | -3.2% | +157.2% | -160.4% | -10.2% |
| YTD | +1.5% | +388.2% | -386.7% | -10.2% |
| 1Y | +0.5% | +467.0% | -466.6% | -12.3% |
| 3Y | +50.4% | +36.1% | +14.3% | +39.3% |
| 5Y | +68.7% | -68.0% | +136.6% | +58.9% |
| All | +318.9% | +554.4% | -235.5% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 10y: compounded portfolio wealth divided by compounded MRNA 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…
10y analysis · Full analysis span regression · 6 months rolling