+29.1%
MRNA vs SGI
+50.3%
-21.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.9% | +2.6% |
| 7D | -8.2% | -4.9% | -3.3% | -5.5% |
| 30D | +125.6% | +1.6% | +124.0% | +125.2% |
| 3M | +197.1% | -3.2% | +200.2% | +202.9% |
| 6M | +148.5% | -16.0% | +164.5% | +166.0% |
| YTD | +363.3% | -25.4% | +388.7% | +419.1% |
| 1Y | +462.0% | -21.6% | +483.6% | +512.0% |
| All | +29.1% | +50.3% | -21.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling