-65.7%
MRNA vs FTI
+1,066.8%
-1,132.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +5.4% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | +126.1% | +1.5% | +124.6% | +125.6% |
| 3M | +190.0% | +8.2% | +181.8% | +187.6% |
| 6M | +157.2% | +18.8% | +138.4% | +152.1% |
| YTD | +388.2% | +71.7% | +316.5% | +362.0% |
| 1Y | +467.0% | +90.0% | +377.0% | +431.6% |
| 3Y | +36.1% | +270.5% | -234.4% | +20.8% |
| All | -65.7% | +1,066.8% | -1,132.5% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling