+674.0%
MRNA vs FFIV
+140.9%
+533.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.3% |
| 7D | -1.1% | +5.4% | -6.5% | -2.7% |
| 30D | +126.1% | -2.7% | +128.8% | +127.5% |
| 3M | +190.0% | +4.5% | +185.5% | +182.7% |
| 6M | +157.2% | +42.2% | +115.0% | +121.3% |
| YTD | +388.2% | +61.3% | +326.9% | +297.0% |
| 1Y | +467.0% | +23.0% | +444.0% | +411.1% |
| 3Y | +36.1% | +156.3% | -120.2% | -10.0% |
| 5Y | -68.0% | +102.9% | -170.8% | -77.3% |
| All | +674.0% | +140.9% | +533.2% | +561.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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