+674.0%
MRNA vs FE
+62.3%
+611.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.6% | +5.4% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +126.1% | -1.9% | +128.0% | +126.4% |
| 3M | +190.0% | -0.2% | +190.2% | +189.8% |
| 6M | +157.2% | -7.1% | +164.3% | +158.7% |
| YTD | +388.2% | +6.1% | +382.1% | +385.3% |
| 1Y | +467.0% | +10.1% | +457.0% | +462.4% |
| 3Y | +36.1% | +46.9% | -10.8% | +31.3% |
| 5Y | -68.0% | +50.0% | -118.0% | -68.9% |
| All | +674.0% | +62.3% | +611.8% | +539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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