-4.8%
ALNY vs MTSI
+211.6%
-216.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | +0.1% |
| 7D | -0.9% | +3.5% | -4.4% | -1.1% |
| 30D | -32.7% | -30.3% | -2.4% | -32.1% |
| 3M | -28.6% | -26.0% | -2.6% | -28.1% |
| 6M | -46.9% | -36.1% | -10.8% | -45.5% |
| YTD | -60.6% | +34.3% | -94.9% | -64.1% |
| 1Y | -64.6% | +35.3% | -99.9% | -67.8% |
| 3Y | -4.8% | +217.6% | -222.4% | -23.9% |
| All | -4.8% | +211.6% | -216.4% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling