+17.7%
MS vs ALNY
-63.4%
+81.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.6% |
| 7D | +5.1% | +5.8% | -0.8% | +4.9% |
| 30D | +5.7% | -26.5% | +32.2% | +6.2% |
| 3M | -12.2% | -27.3% | +15.2% | -11.7% |
| 6M | -0.5% | -43.4% | +42.9% | +0.2% |
| YTD | +9.8% | -58.5% | +68.3% | +13.6% |
| 1Y | +17.7% | -63.6% | +81.4% | +23.3% |
| All | +17.7% | -63.4% | +81.1% | +23.3% |
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