+71.4%
INSM vs MSTZ
-99.2%
+170.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.2% | -9.3% | -0.9% |
| 7D | +2.8% | -25.4% | +28.2% | +2.1% |
| 30D | -4.7% | -60.9% | +56.1% | -6.9% |
| 3M | +32.6% | -54.2% | +86.8% | +31.3% |
| 6M | -10.9% | -65.0% | +54.1% | -11.5% |
| YTD | -28.2% | -76.5% | +48.3% | -28.6% |
| 1Y | -14.9% | -23.4% | +8.5% | -10.8% |
| All | +71.4% | -99.2% | +170.6% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling