+265.7%
MRNA vs FICO
-21.8%
+287.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.4% |
| 7D | +14.6% | -0.9% | +15.6% | +14.7% |
| 30D | +29.4% | +3.3% | +26.0% | +26.4% |
| 3M | +371.9% | -31.7% | +403.7% | +424.5% |
| 6M | +421.0% | -34.0% | +455.0% | +471.8% |
| YTD | +762.0% | -58.3% | +820.3% | +923.0% |
| 1Y | +944.8% | -57.9% | +1,002.7% | +1,139.0% |
| All | +265.7% | -21.8% | +287.5% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling