+674.0%
MRNA vs FTV
+24.1%
+649.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.0% | +5.3% |
| 7D | -1.1% | -4.0% | +2.9% | +0.2% |
| 30D | +126.1% | -11.0% | +137.1% | +133.6% |
| 3M | +190.0% | -8.4% | +198.4% | +195.5% |
| 6M | +157.2% | -2.6% | +159.8% | +156.2% |
| YTD | +388.2% | -0.6% | +388.8% | +381.3% |
| 1Y | +467.0% | +11.0% | +456.1% | +439.7% |
| 3Y | +36.1% | -6.3% | +42.4% | +36.0% |
| 5Y | -68.0% | -1.5% | -66.4% | -70.0% |
| All | +674.0% | +24.1% | +649.9% | +640.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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