-46.5%
ALNY vs MTSI
+119.6%
-166.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.3% |
| 7D | -3.5% | +11.1% | -14.6% | -2.1% |
| 30D | +18.9% | -3.7% | +22.6% | +18.6% |
| 3M | -13.3% | -20.2% | +6.9% | -11.2% |
| 6M | -20.3% | +30.8% | -51.1% | -19.3% |
| YTD | -35.1% | +67.0% | -102.2% | -34.8% |
| 1Y | -46.5% | +120.4% | -166.9% | -47.2% |
| All | -46.5% | +119.6% | -166.1% | -47.2% |
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