+1,208.8%
MTSI vs INCY
+662.2%
+546.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.7% |
| 7D | +1.4% | +1.9% | -0.5% | +0.8% |
| 30D | +2.1% | +5.8% | -3.7% | +0.3% |
| 3M | -29.7% | +25.2% | -54.9% | -34.8% |
| 6M | +12.5% | +28.2% | -15.7% | +3.4% |
| YTD | +57.0% | +28.3% | +28.7% | +43.8% |
| 1Y | +103.9% | +48.3% | +55.6% | +78.1% |
| 3Y | +223.6% | +95.9% | +127.6% | +153.0% |
| 5Y | +321.6% | +66.6% | +255.0% | +242.2% |
| 10Y | +517.7% | +54.5% | +463.2% | +394.3% |
| All | +1,208.8% | +662.2% | +546.6% | +661.6% |
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 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