+71.2%
MSFU vs INCY
+78.3%
-7.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -6.9% | -3.7% | -3.3% | -6.6% |
| 30D | -5.1% | +1.8% | -7.0% | -5.4% |
| 3M | +44.6% | +17.0% | +27.7% | +41.0% |
| 6M | +32.8% | +28.4% | +4.4% | +27.4% |
| YTD | -10.1% | +24.8% | -34.9% | -13.5% |
| 1Y | -19.4% | +42.9% | -62.3% | -24.5% |
| 3Y | +26.2% | +92.7% | -66.5% | +11.2% |
| All | +71.2% | +78.3% | -7.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 10y: compounded portfolio wealth divided by compounded INCY 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…
10y analysis · Full analysis span regression · 6 months rolling