+231.4%
ALNY vs MTSI
+454.4%
-223.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.9% |
| 7D | -5.2% | -3.8% | -1.3% | -5.0% |
| 30D | -34.8% | -31.4% | -3.4% | -31.1% |
| 3M | -30.1% | -23.8% | -6.4% | -28.1% |
| 6M | -48.6% | -37.1% | -11.5% | -46.3% |
| YTD | -61.9% | +32.2% | -94.1% | -66.4% |
| 1Y | -65.7% | +26.9% | -92.6% | -69.6% |
| 3Y | -6.3% | +193.7% | -200.1% | -33.5% |
| 5Y | -14.0% | +218.0% | -232.0% | -41.6% |
| 10Y | +231.4% | +477.8% | -246.4% | +73.1% |
| All | +231.4% | +454.4% | -223.0% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling