+231.4%
ALNY vs MOD
+920.5%
-689.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | -5.2% | -17.8% | +12.7% | -3.9% |
| 30D | -34.8% | -43.2% | +8.4% | -31.9% |
| 3M | -30.1% | -46.0% | +15.9% | -26.8% |
| 6M | -48.6% | -62.2% | +13.6% | -45.0% |
| YTD | -61.9% | -22.8% | -39.1% | -62.3% |
| 1Y | -65.7% | -35.5% | -30.2% | -65.6% |
| 3Y | -6.3% | +128.2% | -134.6% | -19.8% |
| 5Y | -14.0% | +791.6% | -805.6% | -36.8% |
| 10Y | +231.4% | +886.3% | -654.9% | +129.0% |
| All | +231.4% | +920.5% | -689.1% | +129.0% |
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