-63.9%
ALNY vs MOH
+43.5%
-107.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -2.4% |
| 7D | -10.0% | +8.9% | -18.9% | -10.6% |
| 30D | -30.0% | +11.0% | -41.0% | -30.6% |
| 3M | -31.5% | +11.0% | -42.5% | -32.0% |
| 6M | -48.0% | +12.7% | -60.7% | -48.5% |
| YTD | -60.6% | +24.8% | -85.4% | -61.3% |
| 1Y | -63.9% | +44.7% | -108.6% | -64.3% |
| All | -63.9% | +43.5% | -107.4% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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