-10.4%
MRNA vs FGI
-66.2%
+55.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | +0.6% |
| 7D | -8.2% | +22.8% | -31.0% | -8.4% |
| 30D | +125.6% | +85.9% | +39.6% | +119.3% |
| 3M | +197.1% | +32.4% | +164.7% | +191.1% |
| 6M | +148.5% | +106.3% | +42.1% | +134.5% |
| YTD | +363.3% | +48.4% | +314.9% | +342.1% |
| 1Y | +462.0% | +116.4% | +345.6% | +412.4% |
| 3Y | +26.9% | +9.2% | +17.8% | +16.9% |
| All | -10.4% | -66.2% | +55.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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