-22.9%
INSM vs MTCH
+745.0%
-767.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -4.0% | +13.6% | -17.6% | -7.3% |
| 3M | +38.5% | +22.4% | +16.1% | +30.0% |
| 6M | -11.5% | +37.2% | -48.7% | -19.4% |
| YTD | -26.9% | +31.8% | -58.7% | -33.0% |
| 1Y | -12.8% | +12.9% | -25.7% | -16.8% |
| 3Y | +384.7% | -1.1% | +385.8% | +362.0% |
| 5Y | +368.8% | -73.5% | +442.3% | +512.6% |
| 10Y | +865.7% | +200.7% | +665.0% | +549.9% |
| All | -22.9% | +745.0% | -767.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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