+337.0%
FAST vs MRNA
+561.6%
-224.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | -0.4% | +5.5% | -5.8% | -0.5% |
| 30D | -0.8% | +158.7% | -159.5% | -5.9% |
| 3M | +5.8% | +182.1% | -176.4% | -0.5% |
| 6M | +8.0% | +151.8% | -143.8% | +2.0% |
| YTD | +25.6% | +393.6% | -367.9% | +14.5% |
| 1Y | +0.8% | +499.5% | -498.7% | -9.3% |
| 3Y | +86.1% | +29.3% | +56.8% | +76.7% |
| 5Y | +100.2% | -65.1% | +165.3% | +93.4% |
| All | +337.0% | +561.6% | -224.6% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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