+3,452.6%
ALNY vs MOH
+695.7%
+2,756.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | -6.5% | +1.7% | -8.3% | -7.0% |
| 30D | +11.0% | -0.9% | +11.9% | +11.2% |
| 3M | -14.1% | +5.7% | -19.8% | -15.6% |
| 6M | -22.4% | +39.1% | -61.5% | -29.2% |
| YTD | -37.5% | +17.7% | -55.1% | -41.6% |
| 1Y | -46.9% | +8.4% | -55.3% | -49.9% |
| 3Y | +22.1% | -36.6% | +58.6% | +25.5% |
| 5Y | +31.2% | -19.1% | +50.3% | +24.8% |
| 10Y | +256.3% | +262.8% | -6.5% | +102.5% |
| All | +3,452.6% | +695.7% | +2,756.9% | +1,035.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling