+315.9%
FERG vs MRNA
+521.0%
-205.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.0% |
| 7D | -1.0% | -8.2% | +7.2% | -0.7% |
| 30D | -11.8% | +125.6% | -137.4% | -17.1% |
| 3M | -1.2% | +197.1% | -198.3% | -9.2% |
| 6M | -2.3% | +148.5% | -150.8% | -9.3% |
| YTD | +0.8% | +363.3% | -362.5% | -10.7% |
| 1Y | +0.5% | +462.0% | -461.5% | -12.4% |
| 3Y | +51.4% | +26.9% | +24.5% | +40.6% |
| 5Y | +67.5% | -69.6% | +137.1% | +58.1% |
| All | +315.9% | +521.0% | -205.1% | +275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling