The alpha particle is the helium nucleus.
The mass of helium nucleus (⁴₂He) is 4u.
The mass of radioactive atom decreases by 4u. Look at the reaction below:
²²³₈₈Ra ---> ⁴₂He + ²¹⁹₈₆Rn
It is called Mass.
Among the physical characteristics of a matter which includes Weight, Mass, Volume, and Density the only characteristic that does not change is the mass. The mass of an object never change from place to place. All the objects have a mass and that is why there is a weight but it changes depends on the gravity. Mass don't.