+61.7%
MTSI vs INCY
+20.6%
+41.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -0.2% |
| 7D | -10.7% | +5.1% | -15.8% | -9.8% |
| 30D | -29.0% | +7.6% | -36.6% | -27.9% |
| 3M | -14.7% | +1.9% | -16.6% | -13.6% |
| 6M | -20.1% | +26.5% | -46.6% | -21.3% |
| YTD | +36.1% | +24.4% | +11.7% | +33.5% |
| 1Y | +61.7% | +19.4% | +42.4% | +60.8% |
| All | +61.7% | +20.6% | +41.1% | +60.8% |
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 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