+306.8%
MTZ vs INSM
-24.5%
+331.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.6% | +4.5% |
| 7D | +12.9% | +9.8% | +3.1% | +12.2% |
| 30D | -8.5% | +22.5% | -31.1% | -9.9% |
| 3M | -30.6% | -8.9% | -21.7% | -30.4% |
| 6M | -55.1% | +16.2% | -71.3% | -55.9% |
| YTD | -13.0% | -30.6% | +17.7% | -11.7% |
| 1Y | -4.3% | -37.7% | +33.4% | -2.3% |
| 3Y | +284.0% | +408.4% | -124.4% | +228.8% |
| 5Y | +97.7% | +279.6% | -181.9% | +70.4% |
| 10Y | +444.4% | +735.6% | -291.2% | +319.6% |
| All | +306.8% | -24.5% | +331.4% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling