+654.5%
MRNA vs RCAT
+262.3%
+392.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -3.7% |
| 7D | -9.0% | +5.4% | -14.4% | -9.1% |
| 30D | +137.2% | -5.6% | +142.8% | +137.2% |
| 3M | +194.8% | -30.2% | +225.0% | +196.3% |
| 6M | +167.2% | -43.4% | +210.6% | +168.8% |
| YTD | +375.9% | +9.6% | +366.2% | +373.3% |
| 1Y | +465.2% | -2.0% | +467.1% | +461.8% |
| 3Y | +30.4% | +825.0% | -794.6% | +25.4% |
| 5Y | -66.8% | +199.8% | -266.6% | -68.0% |
| All | +654.5% | +262.3% | +392.2% | +525.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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