+3,701.6%
ALNY vs MAS
+362.9%
+3,338.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | +12.2% | -0.8% | +13.0% | +12.5% |
| 30D | +16.3% | -5.6% | +21.9% | +19.0% |
| 3M | -12.4% | +4.4% | -16.8% | -14.3% |
| 6M | -18.7% | +7.2% | -25.9% | -21.8% |
| YTD | -33.1% | +16.1% | -49.2% | -38.0% |
| 1Y | -41.3% | +0.1% | -41.4% | -42.7% |
| 3Y | +32.3% | +28.3% | +4.0% | +13.9% |
| 5Y | +34.8% | +30.5% | +4.3% | +11.7% |
| 10Y | +284.7% | +139.1% | +145.6% | +132.3% |
| All | +3,701.6% | +362.9% | +3,338.7% | +1,119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling