-4.8%
ALNY vs MOS
-24.9%
+20.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.2% |
| 7D | -0.9% | +19.7% | -20.5% | -3.8% |
| 30D | -32.7% | +21.5% | -54.2% | -34.9% |
| 3M | -28.6% | -0.4% | -28.1% | -28.5% |
| 6M | -46.9% | +4.5% | -51.5% | -47.6% |
| YTD | -60.6% | -2.9% | -57.7% | -61.0% |
| 1Y | -64.6% | -7.7% | -56.9% | -64.7% |
| 3Y | -4.8% | -25.6% | +20.8% | -4.7% |
| All | -4.8% | -24.9% | +20.1% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling