-41.3%
ALNY vs MTSI
+105.1%
-146.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +1.1% |
| 7D | +12.2% | +1.4% | +10.8% | +12.5% |
| 30D | +16.3% | +2.1% | +14.3% | +17.1% |
| 3M | -12.4% | -29.7% | +17.4% | -11.0% |
| 6M | -18.7% | +12.5% | -31.2% | -18.3% |
| YTD | -33.1% | +57.0% | -90.1% | -33.1% |
| 1Y | -41.3% | +103.9% | -145.2% | -42.1% |
| All | -41.3% | +105.1% | -146.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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