+113.8%
MSTR vs INSM
+342.6%
-228.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.2% |
| 7D | +9.3% | +2.8% | +6.5% | +8.7% |
| 30D | +36.5% | -4.7% | +41.2% | +37.6% |
| 3M | +7.3% | +32.6% | -25.3% | -0.1% |
| 6M | +2.2% | -10.9% | +13.1% | +2.1% |
| YTD | -10.2% | -28.2% | +18.1% | -6.6% |
| 1Y | -58.6% | -14.9% | -43.8% | -58.9% |
| 3Y | +283.2% | +375.6% | -92.4% | +145.6% |
| 5Y | +113.8% | +349.1% | -235.3% | +27.9% |
| All | +113.8% | +342.6% | -228.8% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling