+470.8%
CAT vs MRNA
+915.3%
-444.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | +7.4% | -12.1% | +19.6% | +7.8% |
| 30D | -19.7% | -1.3% | -18.4% | -19.7% |
| 3M | -29.6% | +250.9% | -280.5% | -33.3% |
| 6M | -33.2% | +343.0% | -376.2% | -37.9% |
| YTD | +5.7% | +657.4% | -651.8% | -4.9% |
| 1Y | +9.3% | +794.9% | -785.6% | -2.6% |
| 3Y | +158.3% | +218.1% | -59.8% | +137.5% |
| 5Y | +211.6% | -3.4% | +215.0% | +190.7% |
| All | +470.8% | +915.3% | -444.6% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 10y: compounded portfolio wealth divided by compounded MRNA 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…
10y analysis · Full analysis span regression · 6 months rolling