+236.1%
ALNY vs MSI
+605.3%
-369.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | +11.0% | -0.8% | +11.8% | +11.3% |
| 3M | -14.1% | +13.9% | -28.0% | -18.7% |
| 6M | -22.4% | +1.3% | -23.7% | -23.5% |
| YTD | -37.5% | +22.3% | -59.8% | -43.4% |
| 1Y | -46.9% | -3.9% | -43.1% | -46.8% |
| 3Y | +22.1% | +69.9% | -47.8% | -4.9% |
| 5Y | +31.2% | +103.8% | -72.6% | -7.3% |
| All | +236.1% | +605.3% | -369.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling