+2,183.6%
ALNY vs MAS
+442.7%
+1,740.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -0.8% | -1.8% | +1.1% | -0.1% |
| 30D | -29.6% | +23.6% | -53.2% | -35.8% |
| 3M | -27.7% | +12.4% | -40.2% | -31.7% |
| 6M | -43.9% | +21.9% | -65.7% | -48.9% |
| YTD | -59.8% | +36.1% | -95.9% | -65.3% |
| 1Y | -64.6% | +39.5% | -104.1% | -69.8% |
| 3Y | -1.3% | +59.1% | -60.4% | -22.4% |
| 5Y | -7.6% | +44.4% | -52.0% | -26.9% |
| 10Y | +243.5% | +217.0% | +26.5% | +84.8% |
| All | +2,183.6% | +442.7% | +1,740.9% | +581.3% |
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