+1,237.0%
MRNA vs FN
+655.5%
+581.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.7% | -1.7% |
| 7D | -3.8% | +8.0% | -11.8% | -4.9% |
| 30D | +16.4% | -19.1% | +35.5% | +19.1% |
| 3M | +310.6% | -29.8% | +340.4% | +325.2% |
| 6M | +370.3% | -43.2% | +413.5% | +397.6% |
| YTD | +743.3% | -18.9% | +762.3% | +714.0% |
| 1Y | +841.7% | -17.9% | +859.5% | +805.1% |
| 3Y | +255.0% | +120.1% | +134.9% | +167.0% |
| 5Y | +10.1% | +206.7% | -196.6% | -24.6% |
| All | +1,237.0% | +655.5% | +581.5% | +715.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 all: compounded portfolio wealth divided by compounded FN 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…
all analysis · Full analysis span regression · 6 months rolling