+822.5%
INSM vs MAS
+137.9%
+684.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | +6.5% | -0.8% | +7.3% | +6.9% |
| 30D | +27.5% | -5.6% | +33.1% | +30.3% |
| 3M | +20.4% | +4.4% | +15.9% | +16.0% |
| 6M | -15.7% | +7.2% | -22.9% | -20.4% |
| YTD | -27.4% | +16.1% | -43.5% | -34.9% |
| 1Y | -11.4% | +0.1% | -11.5% | -14.8% |
| 3Y | +457.8% | +28.3% | +429.5% | +339.0% |
| 5Y | +343.0% | +30.5% | +312.5% | +231.5% |
| All | +822.5% | +137.9% | +684.6% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling