-5.0%
MRNA vs FIVE
+16.7%
-21.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.4% |
| 7D | -12.1% | +2.7% | -14.8% | -12.9% |
| 30D | -1.3% | +12.7% | -14.0% | -5.4% |
| 3M | +250.9% | +2.1% | +248.9% | +249.8% |
| 6M | +343.0% | +17.5% | +325.5% | +315.5% |
| YTD | +657.4% | +31.0% | +626.5% | +578.9% |
| 1Y | +794.9% | +67.7% | +727.2% | +634.3% |
| 3Y | +218.1% | +43.4% | +174.8% | +157.4% |
| All | -5.0% | +16.7% | -21.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling