-11.4%
INSM vs MTSI
+105.1%
-116.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.7% |
| 7D | +6.5% | +1.4% | +5.2% | +6.4% |
| 30D | +27.5% | +2.1% | +25.5% | +27.1% |
| 3M | +20.4% | -29.7% | +50.1% | +18.3% |
| 6M | -15.7% | +12.5% | -28.3% | -15.5% |
| YTD | -27.4% | +57.0% | -84.5% | -27.1% |
| 1Y | -11.4% | +103.9% | -115.3% | -13.0% |
| All | -11.4% | +105.1% | -116.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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