-63.6%
ALNY vs MTSI
+35.9%
-99.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.6% | +10.9% | +5.0% |
| 7D | +5.8% | +10.0% | -4.2% | +6.6% |
| 30D | -26.5% | -20.3% | -6.1% | -28.5% |
| 3M | -27.3% | -24.4% | -2.9% | -29.4% |
| 6M | -43.4% | -39.2% | -4.2% | -43.1% |
| YTD | -58.5% | +35.5% | -94.0% | -57.7% |
| 1Y | -63.6% | +43.0% | -106.7% | -63.8% |
| All | -63.6% | +35.9% | -99.5% | -63.8% |
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