+674.0%
MRNA vs FITB
+183.8%
+490.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.8% | +5.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +126.1% | -5.7% | +131.8% | +127.0% |
| 3M | +190.0% | +3.2% | +186.9% | +187.0% |
| 6M | +157.2% | +23.4% | +133.8% | +147.5% |
| YTD | +388.2% | +18.8% | +369.4% | +372.1% |
| 1Y | +467.0% | +25.0% | +442.1% | +443.9% |
| 3Y | +36.1% | +131.2% | -95.1% | +23.2% |
| 5Y | -68.0% | +70.7% | -138.6% | -70.6% |
| All | +674.0% | +183.8% | +490.2% | +731.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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