+29.1%
MRNA vs FFIV
+147.5%
-118.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -8.2% | +1.6% | -9.8% | -8.5% |
| 30D | +125.6% | -3.7% | +129.3% | +128.2% |
| 3M | +197.1% | +2.0% | +195.1% | +193.3% |
| 6M | +148.5% | +39.3% | +109.2% | +117.8% |
| YTD | +363.3% | +56.1% | +307.2% | +285.7% |
| 1Y | +462.0% | +22.0% | +440.0% | +411.3% |
| All | +29.1% | +147.5% | -118.4% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling