+398.5%
ALNY vs MSCI
+3,191.3%
-2,792.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.0% | +4.8% |
| 7D | +5.8% | +3.0% | +2.8% | +4.5% |
| 30D | -26.5% | +17.8% | -44.3% | -32.0% |
| 3M | -27.3% | +15.2% | -42.5% | -32.2% |
| 6M | -43.4% | +16.5% | -59.9% | -47.7% |
| YTD | -58.5% | +16.4% | -74.9% | -62.2% |
| 1Y | -63.6% | +16.8% | -80.5% | -66.9% |
| 3Y | 0.0% | +35.8% | -35.7% | -17.7% |
| 5Y | -3.4% | +7.0% | -10.4% | -14.0% |
| 10Y | +254.6% | +818.6% | -564.0% | +8.6% |
| All | +398.5% | +3,191.3% | -2,792.8% | -14.0% |
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 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