-7.2%
MTZ vs INSM
-38.7%
+31.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.9% |
| 7D | +16.5% | +8.6% | +7.9% | +15.6% |
| 30D | -10.2% | +22.0% | -32.2% | -12.1% |
| 3M | -34.2% | -10.7% | -23.4% | -33.2% |
| 6M | -56.0% | +1.8% | -57.7% | -55.9% |
| YTD | -14.8% | -32.2% | +17.3% | -9.6% |
| 1Y | -7.2% | -39.3% | +32.0% | -2.4% |
| All | -7.2% | -38.7% | +31.5% | -2.4% |
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