+465.2%
MRNA vs FICO
-39.2%
+504.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -9.0% | -15.4% | +6.4% | -1.8% |
| 30D | +137.2% | -10.4% | +147.5% | +157.6% |
| 3M | +194.8% | -22.7% | +217.5% | +221.3% |
| 6M | +167.2% | -36.8% | +204.0% | +204.8% |
| YTD | +375.9% | -44.8% | +420.7% | +461.2% |
| 1Y | +465.2% | -39.3% | +504.5% | +540.7% |
| All | +465.2% | -39.2% | +504.4% | +540.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling