-47.1%
MSTR vs INSM
-36.4%
-10.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -14.2% | +9.8% | -23.9% | -14.5% |
| 30D | -19.9% | +22.5% | -42.4% | -20.6% |
| 3M | +27.3% | -8.9% | +36.2% | +27.9% |
| 6M | -37.6% | +16.2% | -53.8% | -38.3% |
| YTD | -19.5% | -30.6% | +11.1% | -18.3% |
| 1Y | -47.1% | -37.7% | -9.5% | -46.3% |
| All | -47.1% | -36.4% | -10.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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