+672.2%
CAT vs MRNA
+561.6%
+110.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +1.8% |
| 7D | +1.7% | +5.5% | -3.8% | +1.6% |
| 30D | -6.6% | +158.7% | -165.3% | -11.1% |
| 3M | -13.3% | +182.1% | -195.4% | -18.3% |
| 6M | +11.6% | +151.8% | -140.2% | +5.7% |
| YTD | +42.9% | +393.6% | -350.6% | +30.2% |
| 1Y | +95.4% | +499.5% | -404.0% | +75.8% |
| 3Y | +196.6% | +29.3% | +167.3% | +179.3% |
| 5Y | +321.7% | -65.1% | +386.7% | +299.8% |
| All | +672.2% | +561.6% | +110.6% | +543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling