+2,117.6%
ALNY vs MTSI
+1,308.1%
+809.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.1% |
| 7D | +12.2% | +1.4% | +10.8% | +11.9% |
| 30D | +16.3% | +2.1% | +14.3% | +14.7% |
| 3M | -12.4% | -29.7% | +17.4% | -8.0% |
| 6M | -18.7% | +12.5% | -31.2% | -24.4% |
| YTD | -33.1% | +57.0% | -90.1% | -43.0% |
| 1Y | -41.3% | +103.9% | -145.2% | -53.4% |
| 3Y | +32.3% | +223.6% | -191.3% | -9.8% |
| 5Y | +34.8% | +321.6% | -286.8% | -16.0% |
| 10Y | +284.7% | +517.7% | -233.0% | +82.6% |
| All | +2,117.6% | +1,308.1% | +809.5% | +744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling