+634.5%
MRNA vs ROK
+188.4%
+446.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.1% |
| 7D | -8.2% | -1.6% | -6.6% | -7.7% |
| 30D | +125.6% | -5.4% | +131.0% | +129.8% |
| 3M | +197.1% | -4.0% | +201.0% | +199.0% |
| 6M | +148.5% | +13.3% | +135.2% | +135.9% |
| YTD | +363.3% | +9.3% | +353.9% | +345.6% |
| 1Y | +462.0% | +25.8% | +436.2% | +417.8% |
| 3Y | +26.9% | +49.1% | -22.2% | +9.5% |
| 5Y | -69.6% | +45.9% | -115.5% | -74.6% |
| All | +634.5% | +188.4% | +446.1% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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