+629.1%
MRNA vs FTI
+391.6%
+237.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.4% |
| 7D | -10.1% | -2.3% | -7.7% | -10.1% |
| 30D | +126.7% | +5.0% | +121.7% | +126.5% |
| 3M | +184.1% | +13.8% | +170.3% | +183.0% |
| 6M | +143.3% | +22.9% | +120.4% | +141.5% |
| YTD | +359.9% | +75.0% | +284.9% | +351.3% |
| 1Y | +454.2% | +96.9% | +357.3% | +442.0% |
| 3Y | +26.0% | +276.7% | -250.7% | +21.4% |
| 5Y | -70.3% | +1,157.0% | -1,227.3% | -71.2% |
| All | +629.1% | +391.6% | +237.4% | +743.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling