+36.1%
ALNY vs MSCI
-11.2%
+47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -3.5% | -1.1% | -2.4% | -3.2% |
| 30D | +18.9% | -1.2% | +20.1% | +19.3% |
| 3M | -13.3% | -8.4% | -4.9% | -10.8% |
| 6M | -20.3% | -1.0% | -19.2% | -20.7% |
| YTD | -35.1% | -2.3% | -32.9% | -35.7% |
| 1Y | -46.5% | -1.2% | -45.3% | -47.6% |
| 3Y | +28.1% | +7.9% | +20.2% | +17.1% |
| 5Y | +36.1% | -10.1% | +46.1% | +18.3% |
| All | +36.1% | -11.2% | +47.2% | +18.3% |
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