+332.7%
CAT vs MRNA
-68.5%
+401.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.7% |
| 7D | +2.9% | -10.1% | +13.0% | +3.3% |
| 30D | -2.6% | +126.7% | -129.4% | -8.0% |
| 3M | -10.7% | +184.1% | -194.8% | -18.3% |
| 6M | +16.1% | +143.3% | -127.1% | +7.7% |
| YTD | +43.2% | +359.9% | -316.6% | +23.8% |
| 1Y | +96.8% | +454.2% | -357.4% | +66.2% |
| 3Y | +201.4% | +26.0% | +175.4% | +178.5% |
| 5Y | +332.7% | -70.3% | +402.9% | +293.2% |
| All | +332.7% | -68.5% | +401.1% | +293.2% |
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