+596.8%
MS vs ALNY
+2,605.6%
-2,008.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.3% |
| 7D | +5.1% | +5.8% | -0.8% | +3.8% |
| 30D | +5.7% | -26.5% | +32.2% | +11.4% |
| 3M | -12.2% | -27.3% | +15.2% | -7.6% |
| 6M | -0.5% | -43.4% | +42.9% | +8.3% |
| YTD | +9.8% | -58.5% | +68.3% | +27.0% |
| 1Y | +17.7% | -63.6% | +81.4% | +39.7% |
| 3Y | +176.8% | 0.0% | +176.8% | +154.4% |
| 5Y | +123.7% | -3.4% | +127.1% | +96.3% |
| 10Y | +556.3% | +254.6% | +301.7% | +269.8% |
| All | +596.8% | +2,605.6% | -2,008.7% | +117.6% |
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