+1,232.1%
ALNY vs MTSI
+1,208.2%
+23.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.3% | -4.9% | +3.3% |
| 7D | -0.8% | +7.2% | -7.9% | -2.7% |
| 30D | -29.6% | -18.4% | -11.1% | -27.4% |
| 3M | -27.7% | -16.7% | -11.0% | -26.6% |
| 6M | -43.9% | -31.7% | -12.2% | -42.1% |
| YTD | -59.8% | +45.9% | -105.7% | -65.8% |
| 1Y | -64.6% | +47.0% | -111.6% | -70.1% |
| 3Y | -1.3% | +224.1% | -225.3% | -33.9% |
| 5Y | -7.6% | +238.5% | -246.1% | -40.5% |
| 10Y | +243.5% | +512.7% | -269.2% | +61.0% |
| All | +1,232.1% | +1,208.2% | +23.9% | +406.0% |
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