+120.4%
MTSI vs INCY
+45.9%
+74.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.2% |
| 7D | +11.1% | -2.2% | +13.3% | +11.0% |
| 30D | -3.7% | +3.7% | -7.3% | -3.6% |
| 3M | -20.2% | +22.1% | -42.3% | -21.3% |
| 6M | +30.8% | +29.8% | +1.0% | +26.9% |
| YTD | +67.0% | +27.6% | +39.5% | +62.4% |
| 1Y | +120.4% | +47.2% | +73.2% | +105.6% |
| All | +120.4% | +45.9% | +74.6% | +105.6% |
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 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