+492.4%
MSTR vs INSM
-26.2%
+518.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -6.3% |
| 7D | -11.5% | +8.6% | -20.1% | -12.2% |
| 30D | -24.8% | +22.0% | -46.8% | -26.3% |
| 3M | +20.6% | -10.7% | +31.4% | +21.5% |
| 6M | -38.0% | +1.8% | -39.7% | -38.7% |
| YTD | -24.7% | -32.2% | +7.5% | -23.2% |
| 1Y | -49.1% | -39.3% | -9.8% | -47.6% |
| 3Y | +124.7% | +397.1% | -272.4% | +81.4% |
| 5Y | +40.9% | +270.6% | -229.6% | +17.1% |
| 10Y | +481.5% | +717.1% | -235.6% | +326.9% |
| All | +492.4% | -26.2% | +518.6% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling