-46.5%
ALNY vs MOS
-17.6%
-28.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | +18.9% | +11.7% | +7.2% | +18.4% |
| 3M | -13.3% | +23.2% | -36.5% | -14.0% |
| 6M | -20.3% | -1.6% | -18.6% | -20.1% |
| YTD | -35.1% | +10.8% | -46.0% | -34.2% |
| 1Y | -46.5% | -16.2% | -30.3% | -46.9% |
| All | -46.5% | -17.6% | -28.9% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling