-92.7%
MSTU vs INCY
+45.3%
-137.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.6% |
| 7D | +21.3% | +1.9% | +19.4% | +19.3% |
| 30D | +90.8% | +5.8% | +85.0% | +85.2% |
| 3M | -6.8% | +25.2% | -32.0% | -21.5% |
| 6M | -39.8% | +28.2% | -68.0% | -50.3% |
| YTD | -55.7% | +28.3% | -84.0% | -63.0% |
| 1Y | -92.7% | +48.3% | -141.0% | -94.7% |
| All | -92.7% | +45.3% | -137.9% | -94.7% |
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