+13,624.1%
MA vs ALNY
+1,778.0%
+11,846.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.1% |
| 7D | -1.8% | +5.7% | -7.4% | -2.6% |
| 30D | +1.4% | +18.7% | -17.2% | -1.2% |
| 3M | +17.7% | -11.0% | +28.7% | +18.3% |
| 6M | +9.7% | -18.9% | +28.6% | +11.5% |
| YTD | +0.5% | -34.6% | +35.1% | +5.4% |
| 1Y | -2.1% | -42.8% | +40.8% | +4.5% |
| 3Y | +40.1% | +29.1% | +11.0% | +28.3% |
| 5Y | +67.5% | +39.6% | +27.9% | +45.6% |
| 10Y | +505.6% | +253.8% | +251.8% | +301.9% |
| All | +13,624.1% | +1,778.0% | +11,846.2% | +5,467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling