+37.5%
MTZ vs INSM
-12.3%
+49.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.6% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | -10.3% | -4.4% | -5.9% | -9.9% |
| 3M | -31.8% | +30.0% | -61.9% | -34.3% |
| 6M | -19.2% | -10.0% | -9.2% | -18.1% |
| YTD | +10.7% | -26.0% | +36.7% | +13.2% |
| 1Y | +37.5% | -12.5% | +50.0% | +45.9% |
| All | +37.5% | -12.3% | +49.8% | +45.9% |
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 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