-63.6%
ALNY vs MOD
-6.2%
-57.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +27.9% | -22.5% | +4.8% |
| 7D | +5.8% | +40.4% | -34.6% | +5.3% |
| 30D | -26.5% | -14.0% | -12.5% | -27.5% |
| 3M | -27.3% | -33.3% | +6.0% | -29.1% |
| 6M | -43.4% | -51.4% | +8.0% | -44.0% |
| YTD | -58.5% | +1.6% | -60.1% | -60.1% |
| 1Y | -63.6% | +5.4% | -69.0% | -65.4% |
| All | -63.6% | -6.2% | -57.5% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling