+726.9%
INSM vs MAS
+217.0%
+509.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.5% |
| 7D | +14.4% | +3.6% | +10.8% | +12.5% |
| 30D | +18.8% | +23.8% | -5.0% | +7.8% |
| 3M | -11.3% | +14.4% | -25.7% | -16.8% |
| 6M | +17.9% | +19.7% | -1.9% | +6.4% |
| YTD | -31.3% | +36.0% | -67.3% | -42.8% |
| 1Y | -37.7% | +40.4% | -78.1% | -49.1% |
| 3Y | +403.1% | +58.9% | +344.2% | +257.7% |
| 5Y | +279.3% | +44.5% | +234.8% | +175.2% |
| All | +726.9% | +217.0% | +509.9% | +233.8% |
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