+1,019.2%
MTSI vs INCY
+633.0%
+386.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.5% |
| 7D | +3.5% | +1.5% | +2.0% | +3.3% |
| 30D | -30.3% | +8.1% | -38.4% | -31.9% |
| 3M | -26.0% | +1.1% | -27.1% | -26.6% |
| 6M | -36.1% | +23.7% | -59.8% | -40.8% |
| YTD | +34.3% | +23.4% | +10.9% | +23.9% |
| 1Y | +35.3% | +15.0% | +20.3% | +27.1% |
| 3Y | +217.6% | +132.1% | +85.6% | +135.2% |
| 5Y | +210.1% | +83.2% | +126.9% | +145.1% |
| 10Y | +471.4% | +17.1% | +454.4% | +386.2% |
| All | +1,019.2% | +633.0% | +386.3% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling