-2.2%
MA vs ALNY
-40.8%
+38.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.7% | +12.2% | -14.9% | -3.0% |
| 30D | +1.5% | +16.3% | -14.8% | +1.1% |
| 3M | +20.4% | -12.4% | +32.8% | +21.0% |
| 6M | +11.1% | -18.7% | +29.8% | +12.4% |
| YTD | +2.0% | -33.1% | +35.0% | +4.2% |
| 1Y | -2.2% | -41.3% | +39.2% | 0.0% |
| All | -2.2% | -40.8% | +38.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling