+654.5%
MRNA vs ROL
+47.2%
+607.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.0% | -2.9% |
| 7D | -9.0% | -3.4% | -5.6% | -8.2% |
| 30D | +137.2% | -6.9% | +144.1% | +141.2% |
| 3M | +194.8% | -24.6% | +219.4% | +215.6% |
| 6M | +167.2% | -39.5% | +206.7% | +203.3% |
| YTD | +375.9% | -41.1% | +417.0% | +442.2% |
| 1Y | +465.2% | -37.9% | +503.1% | +533.8% |
| 3Y | +30.4% | +0.8% | +29.6% | +25.3% |
| 5Y | -66.8% | -4.7% | -62.1% | -68.6% |
| All | +654.5% | +47.2% | +607.2% | +451.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling