+754.3%
INSM vs MAS
+230.1%
+524.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.6% |
| 7D | +6.2% | +3.3% | +2.9% | +4.6% |
| 30D | +15.4% | +25.5% | -10.0% | +4.1% |
| 3M | -11.4% | +11.8% | -23.2% | -16.1% |
| 6M | +14.6% | +21.3% | -6.8% | +2.8% |
| YTD | -33.3% | +37.7% | -71.0% | -44.7% |
| 1Y | -38.8% | +41.0% | -79.8% | -50.1% |
| 3Y | +395.7% | +63.0% | +332.7% | +247.7% |
| 5Y | +258.9% | +44.1% | +214.8% | +161.8% |
| 10Y | +754.3% | +224.3% | +530.0% | +235.2% |
| All | +754.3% | +230.1% | +524.2% | +235.2% |
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