-39.8%
INSM vs MSTZ
-63.1%
+23.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.6% | +14.9% | +5.2% |
| 7D | +13.4% | +0.7% | +12.7% | +13.5% |
| 30D | +5.9% | +16.6% | -10.7% | +6.4% |
| 3M | +11.4% | -74.7% | +86.1% | +9.1% |
| 6M | -21.4% | -43.9% | +22.5% | -20.6% |
| YTD | -36.8% | -84.0% | +47.2% | -37.4% |
| 1Y | -39.8% | -65.1% | +25.3% | -37.9% |
| All | -39.8% | -63.1% | +23.3% | -37.9% |
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