+36.1%
MRNA vs ROL
-0.9%
+37.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -1.1% | -3.2% | +2.1% | -0.7% |
| 30D | +126.1% | -4.9% | +131.0% | +127.3% |
| 3M | +190.0% | -25.8% | +215.9% | +201.0% |
| 6M | +157.2% | -37.6% | +194.8% | +174.6% |
| YTD | +388.2% | -41.5% | +429.7% | +425.2% |
| 1Y | +467.0% | -39.5% | +506.5% | +502.2% |
| 3Y | +36.1% | +0.1% | +35.9% | +37.2% |
| All | +36.1% | -0.9% | +37.0% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling