-65.7%
MRNA vs ROP
-16.2%
-49.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -1.1% | -4.6% | +3.5% | +2.5% |
| 30D | +126.1% | -1.7% | +127.8% | +130.9% |
| 3M | +190.0% | +17.1% | +173.0% | +164.8% |
| 6M | +157.2% | +10.9% | +146.4% | +140.8% |
| YTD | +388.2% | -12.1% | +400.3% | +430.4% |
| 1Y | +467.0% | -24.2% | +491.3% | +583.3% |
| 3Y | +36.1% | -20.4% | +56.4% | +56.0% |
| All | -65.7% | -16.2% | -49.5% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling