+1,009.1%
FTNT vs MRNA
+521.0%
+488.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +1.6% | -8.2% | +9.8% | +2.1% |
| 30D | -1.9% | +125.6% | -127.4% | -11.3% |
| 3M | +14.4% | +197.1% | -182.7% | -0.3% |
| 6M | +88.7% | +148.5% | -59.8% | +67.3% |
| YTD | +100.0% | +363.3% | -263.2% | +63.5% |
| 1Y | +99.9% | +462.0% | -362.1% | +58.5% |
| 3Y | +147.9% | +26.9% | +121.0% | +124.6% |
| 5Y | +155.8% | -69.6% | +225.4% | +155.9% |
| All | +1,009.1% | +521.0% | +488.1% | +790.7% |
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