-67.4%
MRNA vs FHN
+89.3%
-156.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -8.2% | -0.8% | -7.4% | -8.2% |
| 30D | +125.6% | -2.6% | +128.2% | +125.3% |
| 3M | +197.1% | +0.8% | +196.2% | +194.5% |
| 6M | +148.5% | +9.2% | +139.3% | +142.8% |
| YTD | +363.3% | +5.1% | +358.2% | +355.7% |
| 1Y | +462.0% | +12.2% | +449.8% | +445.4% |
| 3Y | +26.9% | +132.4% | -105.5% | +14.1% |
| All | -67.4% | +89.3% | -156.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling