+93.4%
INCY vs MSTZ
-99.2%
+192.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +1.4% |
| 7D | -2.2% | -23.6% | +21.4% | -2.6% |
| 30D | +3.7% | -60.7% | +64.4% | +1.8% |
| 3M | +22.1% | -58.3% | +80.3% | +20.7% |
| 6M | +29.8% | -60.0% | +89.8% | +29.2% |
| YTD | +27.6% | -75.2% | +102.8% | +26.7% |
| 1Y | +47.2% | -19.9% | +67.1% | +51.2% |
| All | +93.4% | -99.2% | +192.5% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling