+654.5%
MRNA vs FFIV
+127.9%
+526.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -9.0% | -1.5% | -7.5% | -8.6% |
| 30D | +137.2% | -2.7% | +139.8% | +137.9% |
| 3M | +194.8% | -1.7% | +196.5% | +193.3% |
| 6M | +167.2% | +36.1% | +131.1% | +132.9% |
| YTD | +375.9% | +52.6% | +323.2% | +293.9% |
| 1Y | +465.2% | +21.5% | +443.6% | +409.8% |
| 3Y | +30.4% | +142.7% | -112.3% | -12.3% |
| 5Y | -66.8% | +92.6% | -159.4% | -76.0% |
| All | +654.5% | +127.9% | +526.5% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling