+681.4%
INSM vs MAS
+214.3%
+467.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +8.6% | +1.2% | +7.4% | +7.9% |
| 30D | +22.0% | +21.6% | +0.4% | +11.6% |
| 3M | -10.7% | +14.1% | -24.9% | -16.1% |
| 6M | +1.8% | +22.6% | -20.8% | -9.1% |
| YTD | -32.2% | +35.4% | -67.6% | -43.3% |
| 1Y | -39.3% | +37.5% | -76.7% | -49.8% |
| 3Y | +397.1% | +58.3% | +338.8% | +254.3% |
| 5Y | +270.6% | +39.1% | +231.5% | +176.3% |
| All | +681.4% | +214.3% | +467.1% | +223.5% |
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