+39.6%
ALNY vs MOS
-7.1%
+46.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.7% |
| 7D | +5.7% | +7.1% | -1.4% | +4.6% |
| 30D | +18.7% | +15.0% | +3.6% | +16.1% |
| 3M | -11.0% | +24.1% | -35.1% | -14.4% |
| 6M | -18.9% | +2.7% | -21.6% | -19.9% |
| YTD | -34.6% | +12.2% | -46.8% | -36.5% |
| 1Y | -42.8% | -16.3% | -26.6% | -41.9% |
| 3Y | +29.1% | -23.3% | +52.4% | +29.2% |
| 5Y | +39.6% | -4.2% | +43.8% | +30.4% |
| All | +39.6% | -7.1% | +46.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling