+629.1%
MRNA vs ROST
+199.7%
+429.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -10.1% | -2.2% | -7.9% | -9.7% |
| 30D | +126.7% | -11.4% | +138.2% | +131.9% |
| 3M | +184.1% | -1.6% | +185.8% | +184.2% |
| 6M | +143.3% | +6.8% | +136.5% | +139.6% |
| YTD | +359.9% | +25.8% | +334.0% | +340.8% |
| 1Y | +454.2% | +52.4% | +401.8% | +414.7% |
| 3Y | +26.0% | +94.4% | -68.4% | +13.5% |
| 5Y | -70.3% | +108.2% | -178.5% | -74.7% |
| All | +629.1% | +199.7% | +429.4% | +477.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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