+674.0%
MRNA vs ROL
+46.3%
+627.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | +126.1% | -4.9% | +131.0% | +128.7% |
| 3M | +190.0% | -25.8% | +215.9% | +212.0% |
| 6M | +157.2% | -37.6% | +194.8% | +189.5% |
| YTD | +388.2% | -41.5% | +429.7% | +457.2% |
| 1Y | +467.0% | -39.5% | +506.5% | +540.2% |
| 3Y | +36.1% | +0.1% | +35.9% | +31.0% |
| 5Y | -68.0% | -4.6% | -63.4% | -69.7% |
| All | +674.0% | +46.3% | +627.7% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling