+36.1%
MRNA vs FHN
+128.0%
-91.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.6% |
| 7D | -1.1% | -1.9% | +0.8% | -0.7% |
| 30D | +126.1% | -5.4% | +131.6% | +127.6% |
| 3M | +190.0% | -1.4% | +191.4% | +186.1% |
| 6M | +157.2% | +9.9% | +147.4% | +142.3% |
| YTD | +388.2% | +3.9% | +384.3% | +370.0% |
| 1Y | +467.0% | +10.6% | +456.4% | +428.0% |
| 3Y | +36.1% | +130.7% | -94.6% | -4.8% |
| All | +36.1% | +128.0% | -91.9% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling