+385.6%
FAST vs MRNA
+1,040.1%
-654.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.2% | +0.7% |
| 7D | +4.8% | +9.8% | -5.0% | +4.5% |
| 30D | +8.6% | +11.5% | -2.9% | +8.1% |
| 3M | +5.7% | +319.4% | -313.7% | -1.2% |
| 6M | +25.5% | +361.5% | -336.0% | +16.3% |
| YTD | +39.6% | +750.6% | -711.0% | +25.0% |
| 1Y | +35.5% | +913.0% | -877.6% | +20.2% |
| 3Y | +96.2% | +258.1% | -161.9% | +79.7% |
| 5Y | +110.2% | +9.6% | +100.6% | +97.9% |
| All | +385.6% | +1,040.1% | -654.5% | +321.5% |
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