+28.2%
MRNA vs FIVE
+52.3%
-24.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.5% |
| 7D | -10.1% | +1.7% | -11.7% | -10.6% |
| 30D | +126.7% | +5.0% | +121.7% | +124.2% |
| 3M | +184.1% | +29.5% | +154.6% | +164.4% |
| 6M | +143.3% | +12.4% | +130.9% | +133.4% |
| YTD | +359.9% | +31.2% | +328.7% | +321.2% |
| 1Y | +454.2% | +72.9% | +381.3% | +367.1% |
| All | +28.2% | +52.3% | -24.1% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling