-4.6%
MRNA vs FGI
-70.4%
+65.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.8% | -2.3% |
| 7D | +5.5% | +0.5% | +4.9% | +5.5% |
| 30D | +158.7% | +65.4% | +93.3% | +151.7% |
| 3M | +182.1% | +23.5% | +158.6% | +176.2% |
| 6M | +151.8% | +60.5% | +91.3% | +138.9% |
| YTD | +393.6% | +30.0% | +363.6% | +371.6% |
| 1Y | +499.5% | +82.1% | +417.4% | +448.3% |
| 3Y | +29.3% | -4.4% | +33.7% | +19.2% |
| All | -4.6% | -70.4% | +65.8% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling