+269.7%
ALNY vs MTSI
+571.2%
-301.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.5% |
| 7D | -3.5% | +11.1% | -14.6% | -5.3% |
| 30D | +18.9% | -3.7% | +22.6% | +19.1% |
| 3M | -13.3% | -20.2% | +6.9% | -11.5% |
| 6M | -20.3% | +30.8% | -51.1% | -27.1% |
| YTD | -35.1% | +67.0% | -102.2% | -44.2% |
| 1Y | -46.5% | +120.4% | -166.9% | -56.9% |
| 3Y | +28.1% | +260.4% | -232.3% | -10.5% |
| 5Y | +36.1% | +356.3% | -320.2% | -11.5% |
| 10Y | +269.7% | +581.1% | -311.4% | +79.6% |
| All | +269.7% | +571.2% | -301.5% | +79.6% |
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