+36.1%
MRNA vs FLR
+54.2%
-18.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.0% |
| 7D | -1.1% | -3.5% | +2.4% | +0.1% |
| 30D | +126.1% | +4.2% | +121.9% | +124.6% |
| 3M | +190.0% | +8.1% | +182.0% | +183.3% |
| 6M | +157.2% | +21.5% | +135.7% | +138.8% |
| YTD | +388.2% | +36.8% | +351.4% | +339.8% |
| 1Y | +467.0% | +31.2% | +435.8% | +414.6% |
| 3Y | +36.1% | +53.9% | -17.8% | +9.5% |
| All | +36.1% | +54.2% | -18.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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