-65.7%
MRNA vs FANG
+232.6%
-298.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -1.1% | +2.9% | -4.0% | -1.3% |
| 30D | +126.1% | +2.6% | +123.5% | +125.1% |
| 3M | +190.0% | +7.6% | +182.5% | +186.2% |
| 6M | +157.2% | +17.3% | +139.9% | +149.2% |
| YTD | +388.2% | +38.7% | +349.5% | +359.6% |
| 1Y | +467.0% | +51.6% | +415.4% | +425.3% |
| 3Y | +36.1% | +50.0% | -13.9% | +25.4% |
| All | -65.7% | +232.6% | -298.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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