-41.3%
ALNY vs MSTU
-92.8%
+51.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.6% |
| 7D | +12.2% | +21.3% | -9.1% | +11.9% |
| 30D | +16.3% | +90.8% | -74.5% | +14.8% |
| 3M | -12.4% | -6.8% | -5.6% | -12.2% |
| 6M | -18.7% | -39.8% | +21.1% | -18.5% |
| YTD | -33.1% | -55.7% | +22.6% | -32.8% |
| 1Y | -41.3% | -92.7% | +51.3% | -37.5% |
| All | -41.3% | -92.8% | +51.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling