+26.9%
MSFU vs INCY
+95.0%
-68.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -2.2% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -3.1% | +3.2% | -6.3% | -3.4% |
| 3M | +35.3% | +23.6% | +11.7% | +31.6% |
| 6M | +31.6% | +29.7% | +1.9% | +27.2% |
| YTD | -9.5% | +25.9% | -35.5% | -12.4% |
| 1Y | -18.4% | +43.7% | -62.1% | -22.6% |
| 3Y | +26.9% | +94.4% | -67.5% | +11.2% |
| All | +26.9% | +95.0% | -68.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling