+166.4%
MTZ vs INSM
+342.6%
-176.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +3.9% |
| 7D | +3.6% | +2.8% | +0.8% | +3.3% |
| 30D | -9.6% | -4.7% | -4.9% | -9.4% |
| 3M | -31.9% | +32.6% | -64.6% | -33.8% |
| 6M | -13.8% | -10.9% | -2.9% | -13.8% |
| YTD | +13.3% | -28.2% | +41.5% | +15.0% |
| 1Y | +39.3% | -14.9% | +54.1% | +39.3% |
| 3Y | +168.3% | +375.6% | -207.2% | +137.4% |
| 5Y | +166.4% | +349.1% | -182.7% | +125.2% |
| All | +166.4% | +342.6% | -176.2% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling