-11.2%
INSM vs MAGS
+15.0%
-26.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.6% |
| 7D | +2.5% | +0.6% | +1.8% | +2.4% |
| 30D | -2.2% | +3.2% | -5.4% | -2.5% |
| 3M | +33.8% | +7.7% | +26.1% | +32.8% |
| 6M | -7.2% | +12.5% | -19.6% | -9.9% |
| YTD | -25.6% | +6.0% | -31.6% | -28.6% |
| 1Y | -11.2% | +14.4% | -25.6% | -16.0% |
| All | -11.2% | +15.0% | -26.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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