+682.5%
MRNA vs FE
+64.5%
+618.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | +5.5% | +1.9% | +3.5% | +5.3% |
| 30D | +158.7% | -1.2% | +159.9% | +159.0% |
| 3M | +182.1% | +3.5% | +178.6% | +181.0% |
| 6M | +151.8% | -6.1% | +157.9% | +153.0% |
| YTD | +393.6% | +7.6% | +385.9% | +390.1% |
| 1Y | +499.5% | +11.9% | +487.6% | +493.8% |
| 3Y | +29.3% | +48.4% | -19.1% | +24.6% |
| 5Y | -65.1% | +44.8% | -109.9% | -66.2% |
| All | +682.5% | +64.5% | +618.0% | +545.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling