+68.6%
MA vs ALNY
+30.5%
+38.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.7% | -6.5% | +4.8% | -1.1% |
| 30D | +1.7% | +11.0% | -9.4% | +0.6% |
| 3M | +17.2% | -14.1% | +31.3% | +18.0% |
| 6M | +13.3% | -22.4% | +35.7% | +15.3% |
| YTD | +0.2% | -37.5% | +37.7% | +4.3% |
| 1Y | -2.7% | -46.9% | +44.2% | +2.9% |
| 3Y | +39.1% | +22.1% | +17.0% | +32.3% |
| All | +68.6% | +30.5% | +38.1% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling