+654.5%
MRNA vs VFC
-77.8%
+732.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.2% |
| 7D | -9.0% | +0.8% | -9.9% | -9.2% |
| 30D | +137.2% | -11.9% | +149.1% | +144.0% |
| 3M | +194.8% | -20.2% | +215.0% | +207.8% |
| 6M | +167.2% | -23.0% | +190.2% | +180.7% |
| YTD | +375.9% | -26.2% | +402.1% | +404.0% |
| 1Y | +465.2% | -13.3% | +478.5% | +476.1% |
| 3Y | +30.4% | -25.5% | +55.8% | +30.3% |
| 5Y | -66.8% | -78.1% | +11.3% | -63.2% |
| All | +654.5% | -77.8% | +732.3% | +676.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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