+2,166.4%
FIX vs MRNA
-68.5%
+2,234.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.9% |
| 7D | +3.5% | -10.1% | +13.6% | +3.9% |
| 30D | -3.5% | +126.7% | -130.2% | -9.7% |
| 3M | -11.8% | +184.1% | -195.9% | -20.2% |
| 6M | +17.8% | +143.3% | -125.5% | +8.1% |
| YTD | +73.3% | +359.9% | -286.5% | +48.1% |
| 1Y | +128.1% | +454.2% | -326.1% | +90.2% |
| 3Y | +772.7% | +26.0% | +746.7% | +701.9% |
| 5Y | +2,166.4% | -70.3% | +2,236.7% | +1,968.1% |
| All | +2,166.4% | -68.5% | +2,234.9% | +1,968.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling