+674.0%
MRNA vs FTI
+382.4%
+291.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.4% |
| 7D | -1.1% | -4.4% | +3.3% | -1.1% |
| 30D | +126.1% | +1.5% | +124.6% | +125.9% |
| 3M | +190.0% | +8.2% | +181.8% | +189.2% |
| 6M | +157.2% | +18.8% | +138.4% | +155.5% |
| YTD | +388.2% | +71.7% | +316.5% | +379.2% |
| 1Y | +467.0% | +90.0% | +377.0% | +454.9% |
| 3Y | +36.1% | +270.5% | -234.4% | +31.2% |
| 5Y | -68.0% | +1,084.5% | -1,152.5% | -69.0% |
| All | +674.0% | +382.4% | +291.7% | +795.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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