+1,248.5%
MRNA vs FICO
+284.5%
+964.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.7% | -6.9% |
| 7D | +9.8% | +0.9% | +8.9% | +9.5% |
| 30D | +11.5% | +9.4% | +2.0% | +8.6% |
| 3M | +319.4% | -30.4% | +349.8% | +348.0% |
| 6M | +361.5% | -35.1% | +396.6% | +392.9% |
| YTD | +750.6% | -56.8% | +807.3% | +864.7% |
| 1Y | +913.0% | -58.4% | +971.4% | +1,057.3% |
| 3Y | +258.1% | -26.7% | +284.8% | +264.4% |
| 5Y | +9.6% | +88.0% | -78.5% | -4.2% |
| All | +1,248.5% | +284.5% | +964.1% | +737.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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