+267.1%
MTZ vs INSM
+410.0%
-142.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.3% | -4.5% |
| 7D | -8.7% | +14.4% | -23.1% | -9.2% |
| 30D | -15.0% | +18.8% | -33.7% | -15.6% |
| 3M | -32.6% | -11.3% | -21.3% | -32.3% |
| 6M | -56.3% | +17.9% | -74.2% | -56.8% |
| YTD | -16.8% | -31.3% | +14.5% | -16.2% |
| 1Y | -10.0% | -37.7% | +27.7% | -9.2% |
| 3Y | +267.1% | +403.1% | -136.0% | +251.4% |
| All | +267.1% | +410.0% | -142.9% | +251.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling