-65.7%
MRNA vs FTV
-2.3%
-63.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.0% | +5.2% |
| 7D | -1.1% | -4.0% | +2.9% | +1.6% |
| 30D | +126.1% | -11.0% | +137.1% | +142.7% |
| 3M | +190.0% | -8.4% | +198.4% | +201.1% |
| 6M | +157.2% | -2.6% | +159.8% | +153.1% |
| YTD | +388.2% | -0.6% | +388.8% | +366.3% |
| 1Y | +467.0% | +11.0% | +456.1% | +395.8% |
| 3Y | +36.1% | -6.3% | +42.4% | +34.4% |
| All | -65.7% | -2.3% | -63.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling