+29.1%
MRNA vs FDS
-36.6%
+65.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.6% | +3.4% |
| 7D | -8.2% | -16.0% | +7.8% | -0.8% |
| 30D | +125.6% | -6.7% | +132.3% | +133.8% |
| 3M | +197.1% | +6.0% | +191.1% | +194.2% |
| 6M | +148.5% | +25.1% | +123.4% | +131.0% |
| YTD | +363.3% | -8.1% | +371.4% | +384.3% |
| 1Y | +462.0% | -26.0% | +488.0% | +537.6% |
| All | +29.1% | -36.6% | +65.8% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling