+269.7%
ALNY vs MOS
+12.0%
+257.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -3.5% | +1.7% | -5.2% | -3.8% |
| 30D | +18.9% | +11.7% | +7.2% | +16.7% |
| 3M | -13.3% | +23.2% | -36.5% | -16.8% |
| 6M | -20.3% | -1.6% | -18.6% | -20.9% |
| YTD | -35.1% | +10.8% | -46.0% | -37.1% |
| 1Y | -46.5% | -16.2% | -30.3% | -45.8% |
| 3Y | +28.1% | -24.2% | +52.3% | +29.4% |
| 5Y | +36.1% | -6.6% | +42.7% | +28.5% |
| 10Y | +269.7% | +16.3% | +253.4% | +203.3% |
| All | +269.7% | +12.0% | +257.7% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling