+421.6%
MRNA vs FRMI
-78.1%
+499.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.3% | +5.2% |
| 7D | -1.1% | +7.4% | -8.5% | -1.7% |
| 30D | +126.1% | -27.6% | +153.8% | +131.4% |
| 3M | +190.0% | -20.9% | +210.9% | +194.4% |
| 6M | +157.2% | -36.6% | +193.8% | +161.0% |
| YTD | +388.2% | -31.3% | +419.4% | +395.2% |
| All | +421.6% | -78.1% | +499.7% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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