+269.7%
ALNY vs MOD
+1,486.8%
-1,217.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -3.5% | +3.6% | -7.1% | -3.8% |
| 30D | +18.9% | -2.6% | +21.5% | +19.1% |
| 3M | -13.3% | -33.1% | +19.8% | -10.8% |
| 6M | -20.3% | -7.5% | -12.8% | -21.1% |
| YTD | -35.1% | +39.3% | -74.4% | -38.9% |
| 1Y | -46.5% | +34.3% | -80.7% | -49.7% |
| 3Y | +28.1% | +296.2% | -268.1% | +3.9% |
| 5Y | +36.1% | +1,504.6% | -1,468.5% | -6.4% |
| 10Y | +269.7% | +1,511.5% | -1,241.8% | +119.9% |
| All | +269.7% | +1,486.8% | -1,217.1% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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