+781.0%
MS vs ALNY
+260.0%
+521.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.5% | -6.5% | +5.0% | -0.7% |
| 30D | -1.5% | +11.0% | -12.5% | -2.9% |
| 3M | +1.4% | -14.1% | +15.4% | +2.2% |
| 6M | +34.7% | -22.4% | +57.1% | +37.5% |
| YTD | +22.7% | -37.5% | +60.2% | +28.8% |
| 1Y | +40.1% | -46.9% | +87.0% | +49.9% |
| 3Y | +181.4% | +22.1% | +159.3% | +162.9% |
| 5Y | +142.6% | +31.2% | +111.4% | +117.8% |
| All | +781.0% | +260.0% | +521.0% | +548.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling