-11.4%
INSM vs MSTZ
-29.5%
+18.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | +6.5% | -29.7% | +36.3% | +6.1% |
| 30D | +27.5% | -65.3% | +92.8% | +25.4% |
| 3M | +20.4% | -57.3% | +77.7% | +19.7% |
| 6M | -15.7% | -61.6% | +45.9% | -15.7% |
| YTD | -27.4% | -78.3% | +50.8% | -27.6% |
| 1Y | -11.4% | -30.2% | +18.8% | -8.5% |
| All | -11.4% | -29.5% | +18.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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