+499.5%
MRNA vs FDS
-17.4%
+516.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.7% |
| 7D | +5.5% | -1.9% | +7.4% | +6.2% |
| 30D | +158.7% | +9.0% | +149.7% | +151.8% |
| 3M | +182.1% | +18.9% | +163.3% | +166.8% |
| 6M | +151.8% | +35.1% | +116.7% | +131.9% |
| YTD | +393.6% | +5.5% | +388.1% | +397.8% |
| 1Y | +499.5% | -16.8% | +516.3% | +539.4% |
| All | +499.5% | -17.4% | +516.9% | +539.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling