-11.4%
INSM vs MTUM
+26.3%
-37.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | +6.5% | +1.7% | +4.8% | +6.1% |
| 30D | +27.5% | -1.7% | +29.2% | +28.0% |
| 3M | +20.4% | -6.3% | +26.7% | +21.7% |
| 6M | -15.7% | +21.8% | -37.6% | -20.4% |
| YTD | -27.4% | +22.0% | -49.5% | -31.1% |
| 1Y | -11.4% | +25.3% | -36.7% | -17.8% |
| All | -11.4% | +26.3% | -37.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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