+539.5%
MTSI vs INCY
+51.3%
+488.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.8% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | -11.6% | +3.2% | -14.8% | -12.7% |
| 3M | -24.1% | +23.6% | -47.7% | -30.6% |
| 6M | +32.4% | +29.7% | +2.8% | +18.4% |
| YTD | +60.4% | +25.9% | +34.5% | +44.4% |
| 1Y | +111.0% | +43.7% | +67.3% | +79.4% |
| 3Y | +246.1% | +94.4% | +151.7% | +151.1% |
| 5Y | +340.3% | +68.0% | +272.3% | +233.5% |
| 10Y | +539.5% | +52.5% | +487.0% | +374.4% |
| All | +539.5% | +51.3% | +488.2% | +374.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling