+667.1%
INSM vs MAGS
+190.0%
+477.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.3% |
| 7D | +2.5% | +0.6% | +1.8% | +2.3% |
| 30D | -2.2% | +3.2% | -5.4% | -3.3% |
| 3M | +33.8% | +7.7% | +26.1% | +29.9% |
| 6M | -7.2% | +12.5% | -19.6% | -11.4% |
| YTD | -25.6% | +6.0% | -31.6% | -27.6% |
| 1Y | -11.2% | +14.4% | -25.6% | -16.6% |
| 3Y | +388.3% | +127.5% | +260.8% | +267.8% |
| All | +667.1% | +190.0% | +477.1% | +456.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling