+94.5%
INCY vs MSTZ
-99.3%
+193.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.9% |
| 7D | +1.9% | -29.7% | +31.6% | +1.2% |
| 30D | +5.8% | -65.3% | +71.1% | +3.6% |
| 3M | +25.2% | -57.3% | +82.5% | +23.9% |
| 6M | +28.2% | -61.6% | +89.8% | +27.5% |
| YTD | +28.3% | -78.3% | +106.6% | +27.0% |
| 1Y | +48.3% | -30.2% | +78.6% | +51.8% |
| All | +94.5% | -99.3% | +193.8% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling