-4.8%
ALNY vs MSTU
-86.5%
+81.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.4% | -2.0% |
| 7D | +5.7% | +16.1% | -10.5% | +4.9% |
| 30D | +18.7% | +68.7% | -50.0% | +15.7% |
| 3M | -11.0% | -11.0% | 0.0% | -11.6% |
| 6M | -18.9% | -33.4% | +14.5% | -19.4% |
| YTD | -34.6% | -59.5% | +24.9% | -34.5% |
| 1Y | -42.8% | -93.4% | +50.5% | -38.2% |
| All | -4.8% | -86.5% | +81.7% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling