-93.8%
MSTU vs INCY
+41.2%
-135.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.0% | +4.5% |
| 7D | -16.6% | -4.2% | -12.4% | -14.3% |
| 30D | +69.7% | +0.6% | +69.1% | +70.1% |
| 3M | -7.5% | +12.6% | -20.1% | -14.8% |
| 6M | -43.1% | +28.3% | -71.4% | -53.6% |
| YTD | -63.0% | +23.0% | -86.0% | -68.2% |
| 1Y | -93.8% | +41.0% | -134.7% | -95.3% |
| All | -93.8% | +41.2% | -135.0% | -95.3% |
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