-14.3%
MTZ vs INSM
-40.6%
+26.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.3% | -20.7% | -15.8% |
| 7D | -7.4% | +13.4% | -20.8% | -8.8% |
| 30D | -23.6% | +5.9% | -29.5% | -24.1% |
| 3M | -38.3% | +11.4% | -49.7% | -40.0% |
| 6M | -60.6% | -21.4% | -39.2% | -58.9% |
| YTD | -22.9% | -36.8% | +13.9% | -17.5% |
| 1Y | -14.3% | -39.8% | +25.5% | -13.7% |
| All | -14.3% | -40.6% | +26.4% | -13.7% |
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