+71.4%
INSM vs MSTU
-86.5%
+157.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.8% |
| 7D | +2.8% | +16.1% | -13.4% | +2.1% |
| 30D | -4.7% | +68.7% | -73.4% | -6.8% |
| 3M | +32.6% | -11.0% | +43.6% | +31.7% |
| 6M | -10.9% | -33.4% | +22.5% | -11.0% |
| YTD | -28.2% | -59.5% | +31.3% | -27.9% |
| 1Y | -14.9% | -93.4% | +78.5% | -9.3% |
| All | +71.4% | -86.5% | +157.9% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling