+74.7%
INSM vs MSTU
-88.1%
+162.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.8% | +5.6% | -1.0% |
| 7D | +0.5% | -22.0% | +22.5% | +1.2% |
| 30D | -4.0% | +60.3% | -64.3% | -6.0% |
| 3M | +38.5% | -3.7% | +42.2% | +37.2% |
| 6M | -11.5% | -45.2% | +33.7% | -11.1% |
| YTD | -26.9% | -64.3% | +37.4% | -26.3% |
| 1Y | -12.8% | -94.0% | +81.2% | -6.8% |
| All | +74.7% | -88.1% | +162.7% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling