+213.0%
ALNY vs MTSI
+498.4%
-285.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | 0.0% | +29.1% | -29.1% | -4.4% |
| 30D | -30.0% | -20.4% | -9.6% | -27.8% |
| 3M | -30.1% | -20.9% | -9.1% | -28.5% |
| 6M | -46.4% | -32.3% | -14.1% | -44.7% |
| YTD | -60.6% | +43.5% | -104.1% | -65.8% |
| 1Y | -65.4% | +43.8% | -109.2% | -70.0% |
| 3Y | -3.2% | +218.8% | -222.0% | -32.3% |
| 5Y | -8.3% | +228.3% | -236.7% | -38.0% |
| All | +213.0% | +498.4% | -285.3% | +61.3% |
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