+74.7%
INSM vs MSTZ
-99.1%
+173.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -1.0% |
| 7D | +0.5% | +24.8% | -24.3% | +1.2% |
| 30D | -4.0% | -59.2% | +55.2% | -6.0% |
| 3M | +38.5% | -56.9% | +95.4% | +36.8% |
| 6M | -11.5% | -57.6% | +46.1% | -11.7% |
| YTD | -26.9% | -73.6% | +46.7% | -26.9% |
| 1Y | -12.8% | -15.6% | +2.8% | -8.3% |
| All | +74.7% | -99.1% | +173.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling