+77.6%
INSM vs MSTU
-87.7%
+165.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.6% |
| 7D | +2.5% | -16.6% | +19.1% | +3.0% |
| 30D | -2.2% | +69.7% | -71.9% | -4.4% |
| 3M | +33.8% | -7.5% | +41.3% | +32.7% |
| 6M | -7.2% | -43.1% | +36.0% | -6.8% |
| YTD | -25.6% | -63.0% | +37.4% | -25.1% |
| 1Y | -11.2% | -93.8% | +82.5% | -5.3% |
| All | +77.6% | -87.7% | +165.2% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling