+2,183.6%
ALNY vs MOS
+158.5%
+2,025.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -0.8% | +5.5% | -6.2% | -1.9% |
| 30D | -29.6% | +21.0% | -50.5% | -32.8% |
| 3M | -27.7% | -0.5% | -27.3% | -28.2% |
| 6M | -43.9% | +6.6% | -50.5% | -45.5% |
| YTD | -59.8% | -2.8% | -57.0% | -60.6% |
| 1Y | -64.6% | -8.1% | -56.6% | -65.0% |
| 3Y | -1.3% | -25.6% | +24.3% | +0.2% |
| 5Y | -7.6% | -29.8% | +22.1% | -9.4% |
| 10Y | +243.5% | +0.6% | +242.9% | +176.6% |
| All | +2,183.6% | +158.5% | +2,025.0% | +1,439.5% |
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