+629.1%
MRNA vs SGI
+461.8%
+167.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -10.1% | +0.6% | -10.7% | -10.2% |
| 30D | +126.7% | +5.5% | +121.2% | +125.4% |
| 3M | +184.1% | -3.6% | +187.7% | +185.9% |
| 6M | +143.3% | -15.0% | +158.3% | +147.7% |
| YTD | +359.9% | -23.0% | +382.9% | +373.0% |
| 1Y | +454.2% | -18.4% | +472.6% | +466.1% |
| 3Y | +26.0% | +57.8% | -31.8% | +21.3% |
| 5Y | -70.3% | +51.5% | -121.7% | -73.5% |
| All | +629.1% | +461.8% | +167.3% | +628.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling