+2,137.3%
ALNY vs MOS
+158.2%
+1,979.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | -0.9% | +19.7% | -20.5% | -5.0% |
| 30D | -32.7% | +21.5% | -54.2% | -35.8% |
| 3M | -28.6% | -0.4% | -28.1% | -29.0% |
| 6M | -46.9% | +4.5% | -51.5% | -48.2% |
| YTD | -60.6% | -2.9% | -57.7% | -61.4% |
| 1Y | -64.6% | -7.7% | -56.9% | -65.0% |
| 3Y | -4.8% | -25.6% | +20.8% | -3.3% |
| 5Y | -14.8% | -31.2% | +16.3% | -16.1% |
| 10Y | +260.3% | +2.8% | +257.5% | +188.4% |
| All | +2,137.3% | +158.2% | +1,979.1% | +1,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling