+348.8%
INSM vs MAS
+32.0%
+316.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +27.5% | -5.6% | +33.1% | +28.9% |
| 3M | +20.4% | +4.4% | +15.9% | +18.0% |
| 6M | -15.7% | +7.2% | -22.9% | -18.3% |
| YTD | -27.4% | +16.1% | -43.5% | -31.5% |
| 1Y | -11.4% | +0.1% | -11.5% | -13.0% |
| 3Y | +457.8% | +28.3% | +429.5% | +384.0% |
| All | +348.8% | +32.0% | +316.8% | +294.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling