+735.6%
INSM vs MAS
+217.4%
+518.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +9.8% | -1.8% | +11.6% | +10.6% |
| 30D | +22.5% | +23.6% | -1.1% | +11.3% |
| 3M | -8.9% | +12.4% | -21.4% | -13.9% |
| 6M | +16.2% | +21.9% | -5.6% | +4.1% |
| YTD | -30.6% | +36.1% | -66.7% | -42.2% |
| 1Y | -37.7% | +39.5% | -77.1% | -48.9% |
| 3Y | +408.4% | +59.1% | +349.3% | +261.3% |
| 5Y | +279.6% | +44.4% | +235.2% | +175.7% |
| 10Y | +735.6% | +217.0% | +518.7% | +237.1% |
| All | +735.6% | +217.4% | +518.3% | +237.1% |
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