-46.5%
ALNY vs MOD
+34.0%
-80.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -1.0% |
| 7D | -3.5% | +3.6% | -7.1% | -3.3% |
| 30D | +18.9% | -2.6% | +21.5% | +18.8% |
| 3M | -13.3% | -33.1% | +19.8% | -12.6% |
| 6M | -20.3% | -7.5% | -12.8% | -20.8% |
| YTD | -35.1% | +39.3% | -74.4% | -35.6% |
| 1Y | -46.5% | +34.3% | -80.7% | -45.5% |
| All | -46.5% | +34.0% | -80.5% | -45.5% |
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