+674.0%
MRNA vs FDS
+24.0%
+650.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.8% |
| 7D | -1.1% | -14.0% | +12.9% | +4.3% |
| 30D | +126.1% | -6.2% | +132.3% | +132.5% |
| 3M | +190.0% | +10.2% | +179.9% | +182.8% |
| 6M | +157.2% | +27.4% | +129.8% | +136.9% |
| YTD | +388.2% | -9.3% | +397.5% | +397.3% |
| 1Y | +467.0% | -28.6% | +495.7% | +519.3% |
| 3Y | +36.1% | -36.8% | +72.9% | +53.7% |
| 5Y | -68.0% | -28.6% | -39.3% | -64.5% |
| All | +674.0% | +24.0% | +650.0% | +634.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling