+410.1%
MTZ vs INSM
-21.1%
+431.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -1.6% | +6.5% | -8.1% | -2.0% |
| 30D | -11.1% | +27.5% | -38.6% | -12.9% |
| 3M | -36.7% | +20.4% | -57.1% | -37.8% |
| 6M | -21.9% | -15.7% | -6.2% | -21.6% |
| YTD | +9.1% | -27.4% | +36.6% | +10.6% |
| 1Y | +30.0% | -11.4% | +41.4% | +29.6% |
| 3Y | +138.5% | +457.8% | -319.4% | +103.1% |
| 5Y | +158.3% | +343.0% | -184.6% | +120.7% |
| 10Y | +700.8% | +848.1% | -147.3% | +512.8% |
| All | +410.1% | -21.1% | +431.2% | +254.0% |
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