-39.5%
INSM vs MTSI
+32.8%
-72.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.0% | -7.5% | +0.6% |
| 7D | +6.2% | +3.5% | +2.7% | +5.4% |
| 30D | +15.4% | -30.3% | +45.7% | +19.1% |
| 3M | -11.4% | -26.0% | +14.6% | -9.7% |
| 6M | +14.6% | -36.1% | +50.6% | +13.4% |
| YTD | -33.3% | +34.3% | -67.6% | -30.7% |
| All | -39.5% | +32.8% | -72.3% | -36.9% |
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