+39.6%
ALNY vs MOD
+1,517.7%
-1,478.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | +5.7% | +6.3% | -0.6% | +5.2% |
| 30D | +18.7% | -1.7% | +20.3% | +18.7% |
| 3M | -11.0% | -30.1% | +19.1% | -8.7% |
| 6M | -18.9% | +2.7% | -21.6% | -20.7% |
| YTD | -34.6% | +44.1% | -78.7% | -38.7% |
| 1Y | -42.8% | +38.7% | -81.6% | -46.6% |
| 3Y | +29.1% | +309.8% | -280.7% | +3.2% |
| 5Y | +39.6% | +1,569.7% | -1,530.1% | -4.3% |
| All | +39.6% | +1,517.7% | -1,478.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling