+41.0%
INCY vs MSTZ
-18.6%
+59.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.6% |
| 7D | -4.2% | +17.0% | -21.2% | -3.7% |
| 30D | +0.6% | -61.8% | +62.4% | -1.7% |
| 3M | +12.6% | -54.6% | +67.2% | +11.5% |
| 6M | +28.3% | -59.3% | +87.6% | +27.9% |
| YTD | +23.0% | -74.6% | +97.6% | +21.4% |
| 1Y | +41.0% | -18.8% | +59.8% | +49.5% |
| All | +41.0% | -18.6% | +59.5% | +49.5% |
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