-86.8%
MSTU vs INCY
+90.7%
-177.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.9% | -6.8% | -7.5% |
| 7D | +16.1% | -0.5% | +16.6% | +16.3% |
| 30D | +68.7% | +3.2% | +65.5% | +66.3% |
| 3M | -11.0% | +23.6% | -34.6% | -23.4% |
| 6M | -33.4% | +29.7% | -63.0% | -44.6% |
| YTD | -59.5% | +25.9% | -85.5% | -65.3% |
| 1Y | -93.4% | +43.7% | -137.1% | -94.8% |
| All | -86.8% | +90.7% | -177.5% | -92.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling