+297.2%
INSM vs MTSI
+206.4%
+90.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +4.0% |
| 7D | +5.9% | +10.0% | -4.1% | +3.0% |
| 30D | +23.9% | -20.3% | +44.2% | +29.0% |
| 3M | -4.1% | -24.4% | +20.3% | +0.1% |
| 6M | +2.7% | -39.2% | +41.9% | +12.0% |
| YTD | -30.4% | +35.5% | -65.9% | -42.7% |
| 1Y | -36.6% | +43.0% | -79.6% | -49.0% |
| 3Y | +406.9% | +196.3% | +210.7% | +180.3% |
| All | +297.2% | +206.4% | +90.9% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling