+121.1%
MSTR vs INSM
+416.0%
-294.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.1% | -2.6% |
| 7D | -13.4% | +5.9% | -19.3% | -13.7% |
| 30D | -22.1% | +23.9% | -46.0% | -23.1% |
| 3M | +15.0% | -4.1% | +19.0% | +15.0% |
| 6M | -37.3% | +2.7% | -40.0% | -37.7% |
| YTD | -26.5% | -30.4% | +3.8% | -25.6% |
| 1Y | -46.5% | -36.6% | -9.9% | -45.6% |
| 3Y | +121.1% | +406.9% | -285.9% | +110.6% |
| All | +121.1% | +416.0% | -294.9% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling