-65.7%
MRNA vs FIS
-64.9%
-0.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -1.1% | -7.9% | +6.8% | +1.0% |
| 30D | +126.1% | -8.0% | +134.1% | +130.4% |
| 3M | +190.0% | +0.6% | +189.4% | +186.9% |
| 6M | +157.2% | -22.2% | +179.4% | +172.7% |
| YTD | +388.2% | -40.8% | +429.0% | +462.6% |
| 1Y | +467.0% | -41.5% | +508.6% | +555.8% |
| 3Y | +36.1% | -25.5% | +61.6% | +46.4% |
| All | -65.7% | -64.9% | -0.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling