-9.4%
ALNY vs MSTU
-88.1%
+78.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.8% | +2.7% | -3.8% |
| 7D | -6.4% | -22.0% | +15.6% | -5.6% |
| 30D | +11.9% | +60.3% | -48.4% | +9.3% |
| 3M | -15.0% | -3.7% | -11.3% | -15.9% |
| 6M | -23.2% | -45.2% | +22.0% | -23.1% |
| YTD | -37.8% | -64.3% | +26.6% | -37.4% |
| 1Y | -47.3% | -94.0% | +46.8% | -42.8% |
| All | -9.4% | -88.1% | +78.7% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling