-36.6%
INSM vs MAS
+38.5%
-75.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +5.9% | +3.0% | +2.9% | +5.5% |
| 30D | +23.9% | +22.4% | +1.5% | +21.9% |
| 3M | -4.1% | +14.5% | -18.6% | -5.4% |
| 6M | +2.7% | +27.1% | -24.4% | -1.1% |
| YTD | -30.4% | +35.8% | -66.1% | -33.1% |
| 1Y | -36.6% | +39.4% | -76.0% | -38.9% |
| All | -36.6% | +38.5% | -75.1% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling