+19.4%
INCY vs MSTZ
-63.1%
+82.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.6% | +14.0% | +4.3% |
| 7D | +5.1% | +0.7% | +4.4% | +5.2% |
| 30D | +7.6% | +16.6% | -9.0% | +8.2% |
| 3M | +1.9% | -74.7% | +76.5% | -1.0% |
| 6M | +26.5% | -43.9% | +70.4% | +28.8% |
| YTD | +24.4% | -84.0% | +108.4% | +21.1% |
| 1Y | +19.4% | -65.1% | +84.5% | +23.7% |
| All | +19.4% | -63.1% | +82.4% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling