+367.9%
INSM vs MGY
+88.8%
+279.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | +3.5% | -1.1% | +1.6% |
| 30D | -2.2% | +5.3% | -7.4% | -3.5% |
| 3M | +33.8% | +2.6% | +31.2% | +32.4% |
| 6M | -7.2% | -3.3% | -3.9% | -7.1% |
| YTD | -25.6% | +29.2% | -54.9% | -31.0% |
| 1Y | -11.2% | +18.0% | -29.3% | -16.0% |
| 3Y | +388.3% | +30.0% | +358.3% | +341.7% |
| All | +367.9% | +88.8% | +279.1% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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