+499.5%
MRNA vs ROP
-21.5%
+520.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | +0.5% |
| 7D | +5.5% | -4.4% | +9.9% | +9.1% |
| 30D | +158.7% | +3.2% | +155.5% | +154.1% |
| 3M | +182.1% | +23.1% | +159.1% | +165.9% |
| 6M | +151.8% | +13.3% | +138.5% | +144.1% |
| YTD | +393.6% | -7.9% | +401.4% | +415.6% |
| 1Y | +499.5% | -22.1% | +521.5% | +591.3% |
| All | +499.5% | -21.5% | +520.9% | +591.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling