+29.1%
ALNY vs MTSI
+241.4%
-212.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.3% |
| 7D | +5.7% | +4.9% | +0.8% | +5.5% |
| 30D | +18.7% | -11.6% | +30.2% | +19.1% |
| 3M | -11.0% | -24.1% | +13.1% | -8.6% |
| 6M | -18.9% | +32.4% | -51.3% | -23.4% |
| YTD | -34.6% | +60.4% | -95.0% | -40.5% |
| 1Y | -42.8% | +111.0% | -153.8% | -50.8% |
| 3Y | +29.1% | +246.1% | -217.0% | -3.7% |
| All | +29.1% | +241.4% | -212.2% | -3.7% |
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