-34.1%
INSM vs MAS
+757.3%
-791.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.1% |
| 7D | -2.5% | +4.6% | -7.1% | -3.8% |
| 30D | +3.4% | +19.9% | -16.5% | -1.8% |
| 3M | +9.8% | +8.9% | +0.9% | +6.8% |
| 6M | -22.0% | +20.2% | -42.2% | -26.7% |
| YTD | -37.5% | +33.9% | -71.4% | -43.6% |
| 1Y | -41.8% | +34.7% | -76.5% | -47.6% |
| 3Y | +337.7% | +60.4% | +277.3% | +265.5% |
| 5Y | +225.3% | +43.5% | +181.9% | +176.8% |
| 10Y | +870.2% | +226.7% | +643.5% | +565.9% |
| All | -34.1% | +757.3% | -791.4% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling