+654.5%
MRNA vs FHN
+114.7%
+539.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.6% |
| 7D | -9.0% | +2.7% | -11.7% | -9.1% |
| 30D | +137.2% | -3.1% | +140.3% | +137.0% |
| 3M | +194.8% | +2.3% | +192.5% | +193.6% |
| 6M | +167.2% | +9.7% | +157.5% | +165.0% |
| YTD | +375.9% | +4.7% | +371.1% | +373.3% |
| 1Y | +465.2% | +13.8% | +451.4% | +459.4% |
| 3Y | +30.4% | +131.6% | -101.2% | +28.2% |
| 5Y | -66.8% | +91.1% | -158.0% | -67.0% |
| All | +654.5% | +114.7% | +539.8% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling