-39.8%
INSM vs MSTU
-88.0%
+48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.3% | -5.0% | +5.2% |
| 7D | +13.4% | -4.8% | +18.3% | +13.5% |
| 30D | +5.9% | -29.6% | +35.5% | +6.4% |
| 3M | +11.4% | +69.4% | -58.0% | +9.4% |
| 6M | -21.4% | -62.2% | +40.8% | -20.3% |
| YTD | -36.8% | -61.1% | +24.3% | -37.1% |
| 1Y | -39.8% | -87.2% | +47.3% | -37.5% |
| All | -39.8% | -88.0% | +48.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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