+634.5%
MRNA vs FTV
+23.7%
+610.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.5% |
| 7D | -8.2% | -5.2% | -3.0% | -6.7% |
| 30D | +125.6% | -11.5% | +137.1% | +133.4% |
| 3M | +197.1% | -9.0% | +206.1% | +203.3% |
| 6M | +148.5% | -2.0% | +150.5% | +147.0% |
| YTD | +363.3% | -0.9% | +364.2% | +357.2% |
| 1Y | +462.0% | +14.8% | +447.2% | +429.0% |
| 3Y | +26.9% | -5.5% | +32.4% | +26.6% |
| 5Y | -69.6% | -1.9% | -67.7% | -71.5% |
| All | +634.5% | +23.7% | +610.8% | +603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling