-39.8%
INSM vs MTUM
+9.7%
-49.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +5.8% |
| 7D | +13.4% | -10.1% | +23.5% | +16.2% |
| 30D | +5.9% | -15.6% | +21.5% | +10.6% |
| 3M | +11.4% | -12.7% | +24.1% | +15.0% |
| 6M | -21.4% | -3.7% | -17.7% | -22.0% |
| YTD | -36.8% | +9.4% | -46.2% | -40.0% |
| 1Y | -39.8% | +10.2% | -50.0% | -42.1% |
| All | -39.8% | +9.7% | -49.5% | -42.1% |
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