+796.6%
INSM vs MTSI
+529.6%
+267.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.8% |
| 7D | +2.8% | +4.9% | -2.1% | +1.3% |
| 30D | -4.7% | -11.6% | +6.9% | -1.8% |
| 3M | +32.6% | -24.1% | +56.7% | +41.8% |
| 6M | -10.9% | +32.4% | -43.3% | -21.5% |
| YTD | -28.2% | +60.4% | -88.7% | -41.4% |
| 1Y | -14.9% | +111.0% | -125.8% | -37.2% |
| 3Y | +375.6% | +246.1% | +129.5% | +183.2% |
| 5Y | +349.1% | +340.3% | +8.8% | +141.3% |
| 10Y | +796.6% | +539.5% | +257.0% | +204.3% |
| All | +796.6% | +529.6% | +267.0% | +204.3% |
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