-88.4%
MSTU vs INCY
+88.9%
-177.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.2% | -4.6% | -5.5% |
| 7D | -22.0% | -3.7% | -18.3% | -20.1% |
| 30D | +60.3% | +1.8% | +58.5% | +59.5% |
| 3M | -3.7% | +17.0% | -20.7% | -13.6% |
| 6M | -45.2% | +28.4% | -73.6% | -54.1% |
| YTD | -64.3% | +24.8% | -89.1% | -69.3% |
| 1Y | -94.0% | +42.9% | -137.0% | -95.3% |
| All | -88.4% | +88.9% | -177.3% | -93.6% |
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