+754.3%
INSM vs MTSI
+512.4%
+242.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.0% | -7.5% | -1.1% |
| 7D | +6.2% | +3.5% | +2.7% | +4.2% |
| 30D | +15.4% | -30.3% | +45.7% | +25.5% |
| 3M | -11.4% | -26.0% | +14.6% | -6.6% |
| 6M | +14.6% | -36.1% | +50.6% | +24.6% |
| YTD | -33.3% | +34.3% | -67.6% | -44.2% |
| 1Y | -38.8% | +35.3% | -74.1% | -49.2% |
| 3Y | +395.7% | +217.6% | +178.1% | +195.0% |
| 5Y | +258.9% | +210.1% | +48.8% | +108.5% |
| 10Y | +754.3% | +471.4% | +282.9% | +202.4% |
| All | +754.3% | +512.4% | +242.0% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling