+30.6%
ALNY vs MSI
+100.4%
-69.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.4% |
| 7D | -6.4% | -1.8% | -4.7% | -5.8% |
| 30D | +11.9% | -0.6% | +12.5% | +12.1% |
| 3M | -15.0% | +13.0% | -28.0% | -19.1% |
| 6M | -23.2% | +0.5% | -23.7% | -23.8% |
| YTD | -37.8% | +21.7% | -59.5% | -43.4% |
| 1Y | -47.3% | -2.6% | -44.6% | -47.1% |
| 3Y | +22.9% | +69.7% | -46.8% | -4.1% |
| 5Y | +30.6% | +102.8% | -72.2% | -12.5% |
| All | +30.6% | +100.4% | -69.9% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling