+27.4%
ALNY vs MSFU
+76.3%
-48.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.9% |
| 7D | +12.2% | -5.7% | +17.9% | +12.7% |
| 30D | +16.3% | +4.2% | +12.2% | +15.8% |
| 3M | -12.4% | +27.9% | -40.3% | -13.7% |
| 6M | -18.7% | +37.1% | -55.8% | -22.1% |
| YTD | -33.1% | -7.4% | -25.7% | -30.6% |
| 1Y | -41.3% | -19.6% | -21.7% | -37.3% |
| 3Y | +32.3% | +33.2% | -0.9% | +18.4% |
| All | +27.4% | +76.3% | -48.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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