+648.0%
INSM vs MGY
+210.4%
+437.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | +3.5% | -1.1% | +1.3% |
| 30D | -2.2% | +5.3% | -7.4% | -3.9% |
| 3M | +33.8% | +2.6% | +31.2% | +32.1% |
| 6M | -7.2% | -3.3% | -3.9% | -7.0% |
| YTD | -25.6% | +29.2% | -54.9% | -32.5% |
| 1Y | -11.2% | +18.0% | -29.3% | -17.4% |
| 3Y | +388.3% | +30.0% | +358.3% | +327.8% |
| 5Y | +376.6% | +92.7% | +284.0% | +238.1% |
| All | +648.0% | +210.4% | +437.6% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling