-9.0%
ALNY vs MSTU
-87.7%
+78.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.4% |
| 7D | -6.5% | -16.6% | +10.0% | -6.0% |
| 30D | +11.0% | +69.7% | -58.7% | +8.2% |
| 3M | -14.1% | -7.5% | -6.6% | -14.8% |
| 6M | -22.4% | -43.1% | +20.7% | -22.4% |
| YTD | -37.5% | -63.0% | +25.6% | -37.2% |
| 1Y | -46.9% | -93.8% | +46.9% | -42.5% |
| All | -9.0% | -87.7% | +78.7% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling