+330.1%
ALNY vs MAS
+213.7%
+116.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.1% |
| 7D | -5.5% | +2.0% | -7.5% | -6.2% |
| 30D | -30.5% | +19.4% | -49.9% | -34.8% |
| 3M | -27.8% | +9.4% | -37.3% | -30.4% |
| 6M | -48.5% | +15.3% | -63.9% | -51.5% |
| YTD | -60.8% | +31.3% | -92.1% | -64.9% |
| 1Y | -64.6% | +34.9% | -99.5% | -68.6% |
| 3Y | -6.7% | +58.6% | -65.3% | -23.8% |
| 5Y | -16.7% | +40.7% | -57.4% | -31.0% |
| All | +330.1% | +213.7% | +116.4% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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