-69.6%
MRNA vs FE
+47.9%
-117.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -8.2% | -1.7% | -6.5% | -7.9% |
| 30D | +125.6% | -1.3% | +126.8% | +126.1% |
| 3M | +197.1% | +0.6% | +196.5% | +195.9% |
| 6M | +148.5% | -6.8% | +155.3% | +152.1% |
| YTD | +363.3% | +6.4% | +356.9% | +355.2% |
| 1Y | +462.0% | +11.3% | +450.7% | +447.4% |
| 3Y | +26.9% | +47.1% | -20.1% | +12.2% |
| 5Y | -69.6% | +50.4% | -120.0% | -72.7% |
| All | -69.6% | +47.9% | -117.5% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling