+77.6%
INSM vs MSTZ
-99.1%
+176.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.4% | +1.6% |
| 7D | +2.5% | +17.0% | -14.6% | +3.0% |
| 30D | -2.2% | -61.8% | +59.6% | -4.5% |
| 3M | +33.8% | -54.6% | +88.4% | +32.3% |
| 6M | -7.2% | -59.3% | +52.1% | -7.4% |
| YTD | -25.6% | -74.6% | +48.9% | -25.8% |
| 1Y | -11.2% | -18.8% | +7.6% | -6.8% |
| All | +77.6% | -99.1% | +176.7% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling