+794.9%
MRNA vs FIVE
+62.4%
+732.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.3% |
| 7D | -12.1% | +2.7% | -14.8% | -13.2% |
| 30D | -1.3% | +12.7% | -14.0% | -6.2% |
| 3M | +250.9% | +2.1% | +248.9% | +248.0% |
| 6M | +343.0% | +17.5% | +325.5% | +324.6% |
| YTD | +657.4% | +31.0% | +626.5% | +556.0% |
| 1Y | +794.9% | +67.7% | +727.2% | +470.7% |
| All | +794.9% | +62.4% | +732.5% | +470.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling