-62.0%
ALNY vs MTSI
+59.5%
-121.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -30.7% | -10.7% | -20.0% | -31.6% |
| 30D | -26.7% | -29.0% | +2.2% | -29.7% |
| 3M | -26.4% | -14.7% | -11.7% | -26.9% |
| 6M | -45.9% | -20.1% | -25.8% | -45.7% |
| YTD | -59.5% | +36.1% | -95.6% | -59.2% |
| 1Y | -62.0% | +61.7% | -123.7% | -61.9% |
| All | -62.0% | +59.5% | -121.5% | -61.9% |
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