-64.7%
ALNY vs MTSI
+45.5%
-110.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.3% | -4.9% | +6.1% |
| 7D | -0.8% | +7.2% | -7.9% | -0.3% |
| 30D | -29.6% | -18.4% | -11.1% | -31.7% |
| 3M | -27.7% | -16.7% | -11.0% | -29.1% |
| 6M | -43.9% | -31.7% | -12.2% | -43.3% |
| YTD | -59.8% | +45.9% | -105.7% | -58.7% |
| All | -64.7% | +45.5% | -110.2% | -63.5% |
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