+663.5%
INSM vs MAGS
+187.7%
+475.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -4.4% | +0.4% | -4.8% | -4.6% |
| 3M | +30.0% | +5.6% | +24.5% | +27.2% |
| 6M | -10.0% | +12.3% | -22.3% | -14.1% |
| YTD | -26.0% | +5.1% | -31.1% | -27.8% |
| 1Y | -12.5% | +14.0% | -26.5% | -17.7% |
| 3Y | +390.5% | +129.4% | +261.1% | +268.9% |
| All | +663.5% | +187.7% | +475.8% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling