-5.5%
ALNY vs MSTZ
-99.2%
+93.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.6% |
| 7D | -3.5% | -23.6% | +20.0% | -4.1% |
| 30D | +18.9% | -60.7% | +79.6% | +16.0% |
| 3M | -13.3% | -58.3% | +44.9% | -14.6% |
| 6M | -20.3% | -60.0% | +39.7% | -20.9% |
| YTD | -35.1% | -75.2% | +40.1% | -35.6% |
| 1Y | -46.5% | -19.9% | -26.6% | -43.3% |
| All | -5.5% | -99.2% | +93.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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