+691.0%
MS vs ALNY
+4,262.5%
-3,571.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.4% | +12.2% | -10.9% | -1.1% |
| 30D | -0.3% | +16.3% | -16.6% | -3.5% |
| 3M | +0.3% | -12.4% | +12.7% | +1.1% |
| 6M | +31.3% | -18.7% | +50.0% | +34.2% |
| YTD | +24.7% | -33.1% | +57.7% | +32.3% |
| 1Y | +47.9% | -41.3% | +89.2% | +60.8% |
| 3Y | +178.3% | +32.3% | +146.1% | +144.4% |
| 5Y | +144.9% | +34.8% | +110.1% | +102.2% |
| 10Y | +804.5% | +284.7% | +519.8% | +386.1% |
| All | +691.0% | +4,262.5% | -3,571.5% | +126.8% |
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