-8.3%
ALNY vs MSCI
+7.0%
-15.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -30.0% | +16.2% | -46.2% | -34.1% |
| 3M | -30.1% | +16.1% | -46.2% | -34.3% |
| 6M | -46.4% | +12.9% | -59.3% | -49.3% |
| YTD | -60.6% | +14.8% | -75.4% | -63.4% |
| 1Y | -65.4% | +13.8% | -79.2% | -67.8% |
| 3Y | -3.2% | +31.2% | -34.5% | -18.6% |
| 5Y | -8.3% | +5.6% | -13.9% | -27.0% |
| All | -8.3% | +7.0% | -15.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling