-5.1%
ALNY vs MSCI
+32.3%
-37.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -30.0% | +16.2% | -46.2% | -32.3% |
| 3M | -30.1% | +16.1% | -46.2% | -32.4% |
| 6M | -46.4% | +12.9% | -59.3% | -47.9% |
| YTD | -60.6% | +14.8% | -75.4% | -62.1% |
| 1Y | -65.4% | +13.8% | -79.2% | -66.7% |
| All | -5.1% | +32.3% | -37.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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