+634.5%
MRNA vs FIVE
+137.9%
+496.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.3% |
| 7D | -8.2% | +0.6% | -8.8% | -8.4% |
| 30D | +125.6% | +3.0% | +122.6% | +124.7% |
| 3M | +197.1% | +23.2% | +173.9% | +184.5% |
| 6M | +148.5% | +9.2% | +139.3% | +142.5% |
| YTD | +363.3% | +28.1% | +335.2% | +336.9% |
| 1Y | +462.0% | +65.3% | +396.7% | +401.4% |
| 3Y | +26.9% | +49.4% | -22.5% | +8.7% |
| 5Y | -69.6% | +29.5% | -99.1% | -74.3% |
| All | +634.5% | +137.9% | +496.7% | +494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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