-14.9%
INSM vs MTSI
+110.2%
-125.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | +2.8% | +4.9% | -2.1% | +2.2% |
| 30D | -4.7% | -11.6% | +6.9% | -3.6% |
| 3M | +32.6% | -24.1% | +56.7% | +30.5% |
| 6M | -10.9% | +32.4% | -43.3% | -10.6% |
| YTD | -28.2% | +60.4% | -88.7% | -28.2% |
| 1Y | -14.9% | +111.0% | -125.8% | -17.3% |
| All | -14.9% | +110.2% | -125.1% | -17.3% |
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 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