+654.5%
MRNA vs ROP
+44.4%
+610.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.3% |
| 7D | -9.0% | -5.4% | -3.6% | -6.7% |
| 30D | +137.2% | -1.6% | +138.8% | +139.8% |
| 3M | +194.8% | +18.8% | +176.0% | +176.1% |
| 6M | +167.2% | +8.2% | +159.0% | +158.2% |
| YTD | +375.9% | -10.5% | +386.3% | +394.0% |
| 1Y | +465.2% | -23.7% | +488.9% | +525.3% |
| 3Y | +30.4% | -17.9% | +48.2% | +40.9% |
| 5Y | -66.8% | -15.3% | -51.5% | -65.2% |
| All | +654.5% | +44.4% | +610.1% | +537.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling