+3,701.6%
ALNY vs MOS
+190.7%
+3,510.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +12.2% | +9.5% | +2.7% | +10.1% |
| 30D | +16.3% | +10.4% | +5.9% | +13.8% |
| 3M | -12.4% | +12.9% | -25.2% | -15.3% |
| 6M | -18.7% | +1.2% | -19.9% | -20.1% |
| YTD | -33.1% | +9.3% | -42.4% | -35.5% |
| 1Y | -41.3% | -18.0% | -23.3% | -40.2% |
| 3Y | +32.3% | -29.0% | +61.3% | +36.0% |
| 5Y | +34.8% | -9.6% | +44.3% | +25.2% |
| 10Y | +284.7% | +6.1% | +278.7% | +209.9% |
| All | +3,701.6% | +190.7% | +3,510.9% | +2,416.6% |
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