+674.0%
MRNA vs FANG
+156.0%
+518.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -1.1% | +2.9% | -4.0% | -1.2% |
| 30D | +126.1% | +2.6% | +123.5% | +125.8% |
| 3M | +190.0% | +7.6% | +182.5% | +188.7% |
| 6M | +157.2% | +17.3% | +139.9% | +154.6% |
| YTD | +388.2% | +38.7% | +349.5% | +378.9% |
| 1Y | +467.0% | +51.6% | +415.4% | +453.5% |
| 3Y | +36.1% | +50.0% | -13.9% | +32.8% |
| 5Y | -68.0% | +237.6% | -305.5% | -68.7% |
| All | +674.0% | +156.0% | +518.1% | +834.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling