+674.0%
MRNA vs FHN
+114.4%
+559.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.4% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | +126.1% | -4.8% | +130.9% | +126.2% |
| 3M | +190.0% | -0.7% | +190.8% | +189.4% |
| 6M | +157.2% | +10.6% | +146.6% | +155.0% |
| YTD | +388.2% | +4.6% | +383.6% | +385.6% |
| 1Y | +467.0% | +11.4% | +455.7% | +461.8% |
| 3Y | +36.1% | +132.3% | -96.2% | +33.9% |
| 5Y | -68.0% | +90.2% | -158.1% | -68.2% |
| All | +674.0% | +114.4% | +559.6% | +773.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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