-6.3%
ALNY vs MAS
+59.6%
-65.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.9% |
| 7D | -5.2% | +3.6% | -8.7% | -5.9% |
| 30D | -34.8% | +23.8% | -58.6% | -38.5% |
| 3M | -30.1% | +14.4% | -44.5% | -32.6% |
| 6M | -48.6% | +19.7% | -68.4% | -51.2% |
| YTD | -61.9% | +36.0% | -97.8% | -65.2% |
| 1Y | -65.7% | +40.4% | -106.0% | -68.9% |
| 3Y | -6.3% | +58.9% | -65.3% | -23.5% |
| All | -6.3% | +59.6% | -65.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling