-69.6%
MRNA vs ROL
-4.5%
-65.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -8.2% | -3.2% | -5.0% | -7.3% |
| 30D | +125.6% | -6.6% | +132.2% | +130.0% |
| 3M | +197.1% | -27.3% | +224.4% | +227.0% |
| 6M | +148.5% | -38.1% | +186.6% | +188.7% |
| YTD | +363.3% | -41.8% | +405.0% | +446.8% |
| 1Y | +462.0% | -37.8% | +499.8% | +545.6% |
| 3Y | +26.9% | -0.3% | +27.3% | +16.0% |
| 5Y | -69.6% | -5.1% | -64.5% | -75.8% |
| All | -69.6% | -4.5% | -65.1% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling