-37.7%
INSM vs MTSI
+41.9%
-79.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.3% | +0.1% |
| 7D | +9.8% | +7.2% | +2.6% | +8.6% |
| 30D | +22.5% | -18.4% | +41.0% | +24.3% |
| 3M | -8.9% | -16.7% | +7.8% | -8.3% |
| 6M | +16.2% | -31.7% | +47.9% | +13.9% |
| YTD | -30.6% | +45.9% | -76.5% | -28.9% |
| 1Y | -37.7% | +47.0% | -84.7% | -36.6% |
| All | -37.7% | +41.9% | -79.5% | -36.6% |
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