+2,774.6%
INSM vs MTSI
+1,004.6%
+1,770.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.6% | +2.2% |
| 7D | +1.6% | -10.0% | +11.6% | +3.8% |
| 30D | +12.5% | -37.2% | +49.6% | +25.7% |
| 3M | -13.7% | -30.1% | +16.4% | -7.6% |
| 6M | -16.5% | -31.9% | +15.4% | -12.1% |
| YTD | -34.3% | +23.2% | -57.4% | -43.1% |
| 1Y | -38.4% | +26.4% | -64.8% | -47.4% |
| 3Y | +379.9% | +186.2% | +193.8% | +203.2% |
| 5Y | +242.2% | +187.0% | +55.2% | +110.3% |
| 10Y | +920.6% | +460.4% | +460.2% | +325.1% |
| All | +2,774.6% | +1,004.6% | +1,770.0% | +1,003.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling