-65.7%
MRNA vs SGI
+47.3%
-113.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.9% |
| 7D | -1.1% | -4.5% | +3.4% | +1.3% |
| 30D | +126.1% | +4.2% | +121.9% | +123.5% |
| 3M | +190.0% | -7.4% | +197.5% | +201.6% |
| 6M | +157.2% | -15.1% | +172.3% | +174.9% |
| YTD | +388.2% | -24.7% | +412.9% | +447.4% |
| 1Y | +467.0% | -21.8% | +488.8% | +521.1% |
| 3Y | +36.1% | +50.0% | -14.0% | +7.7% |
| All | -65.7% | +47.3% | -113.0% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling