-87.2%
MSTU vs INCY
+20.6%
-107.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.5% | +5.9% | +8.3% |
| 7D | -4.8% | +5.1% | -10.0% | -7.2% |
| 30D | -29.6% | +7.6% | -37.2% | -32.4% |
| 3M | +69.4% | +1.9% | +67.5% | +67.4% |
| 6M | -62.2% | +26.5% | -88.7% | -69.2% |
| YTD | -61.1% | +24.4% | -85.4% | -67.3% |
| 1Y | -87.2% | +19.4% | -106.5% | -88.3% |
| All | -87.2% | +20.6% | -107.8% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling