+654.5%
MRNA vs FDS
+38.0%
+616.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.1% |
| 7D | -9.0% | -5.4% | -3.7% | -7.2% |
| 30D | +137.2% | +1.6% | +135.6% | +136.6% |
| 3M | +194.8% | +17.7% | +177.1% | +179.7% |
| 6M | +167.2% | +29.1% | +138.1% | +144.0% |
| YTD | +375.9% | +1.0% | +374.9% | +367.2% |
| 1Y | +465.2% | -21.6% | +486.8% | +497.4% |
| 3Y | +30.4% | -30.1% | +60.5% | +42.2% |
| 5Y | -66.8% | -20.7% | -46.1% | -64.6% |
| All | +654.5% | +38.0% | +616.4% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling