+703.7%
ALNY vs MSCI
+2,756.4%
-2,052.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.2% | +0.4% | +11.8% | +12.0% |
| 30D | +16.3% | +0.6% | +15.8% | +15.9% |
| 3M | -12.4% | -7.1% | -5.3% | -9.9% |
| 6M | -18.7% | +0.8% | -19.5% | -19.8% |
| YTD | -33.1% | +1.0% | -34.1% | -34.7% |
| 1Y | -41.3% | +4.3% | -45.6% | -44.0% |
| 3Y | +32.3% | +9.9% | +22.3% | +19.9% |
| 5Y | +34.8% | -6.8% | +41.5% | +27.7% |
| 10Y | +284.7% | +614.7% | -329.9% | +32.9% |
| All | +703.7% | +2,756.4% | -2,052.7% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling