-65.7%
MRNA vs PHM
+156.2%
-221.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.5% |
| 7D | -1.1% | -5.0% | +3.9% | +1.7% |
| 30D | +126.1% | -8.4% | +134.6% | +140.1% |
| 3M | +190.0% | -4.4% | +194.5% | +201.0% |
| 6M | +157.2% | -3.7% | +161.0% | +165.4% |
| YTD | +388.2% | +1.3% | +386.9% | +390.1% |
| 1Y | +467.0% | -14.0% | +481.1% | +509.3% |
| 3Y | +36.1% | +48.1% | -12.0% | +12.8% |
| All | -65.7% | +156.2% | -221.9% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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