+2,195.8%
MO vs ALNY
+3,976.7%
-1,780.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +0.1% | -6.5% | +6.7% | +0.5% |
| 30D | +7.1% | +11.0% | -3.9% | +6.5% |
| 3M | -2.0% | -14.1% | +12.1% | -1.4% |
| 6M | +7.3% | -22.4% | +29.7% | +8.3% |
| YTD | +23.5% | -37.5% | +60.9% | +25.8% |
| 1Y | +11.0% | -46.9% | +57.9% | +13.9% |
| 3Y | +95.0% | +22.1% | +72.9% | +90.4% |
| 5Y | +100.6% | +31.2% | +69.4% | +92.8% |
| 10Y | +114.5% | +256.3% | -141.8% | +89.5% |
| All | +2,195.8% | +3,976.7% | -1,780.9% | +1,650.8% |
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 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