+1,697.4%
INSM vs MTUM
+604.3%
+1,093.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +1.7% |
| 30D | -2.2% | -2.4% | +0.3% | +0.1% |
| 3M | +33.8% | -3.6% | +37.4% | +34.9% |
| 6M | -7.2% | +23.7% | -30.8% | -29.1% |
| YTD | -25.6% | +22.9% | -48.6% | -43.3% |
| 1Y | -11.2% | +21.8% | -33.0% | -32.3% |
| 3Y | +388.3% | +114.4% | +273.9% | +80.9% |
| 5Y | +376.6% | +79.6% | +297.1% | +120.2% |
| 10Y | +881.9% | +356.2% | +525.6% | +26.7% |
| All | +1,697.4% | +604.3% | +1,093.0% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling