+674.0%
MRNA vs FIS
-57.3%
+731.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | -1.1% | -7.9% | +6.8% | +0.1% |
| 30D | +126.1% | -8.0% | +134.1% | +128.6% |
| 3M | +190.0% | +0.6% | +189.4% | +188.3% |
| 6M | +157.2% | -22.2% | +179.4% | +166.1% |
| YTD | +388.2% | -40.8% | +429.0% | +429.1% |
| 1Y | +467.0% | -41.5% | +508.6% | +515.9% |
| 3Y | +36.1% | -25.5% | +61.6% | +43.7% |
| 5Y | -68.0% | -64.8% | -3.2% | -65.5% |
| All | +674.0% | -57.3% | +731.4% | +541.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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