+213.9%
CAT vs MRNA
-3.2%
+217.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +7.4% | -12.1% | +19.6% | +7.9% |
| 30D | -19.7% | -1.3% | -18.4% | -19.7% |
| 3M | -29.6% | +250.9% | -280.5% | -34.2% |
| 6M | -33.2% | +343.0% | -376.2% | -39.7% |
| YTD | +5.7% | +657.4% | -651.8% | -10.7% |
| 1Y | +9.3% | +794.9% | -785.6% | -9.4% |
| 3Y | +158.3% | +218.1% | -59.8% | +128.1% |
| All | +213.9% | -3.2% | +217.2% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling