+833.7%
INSM vs MKSI
+524.1%
+309.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.0% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | -2.2% | -12.8% | +10.6% | +1.9% |
| 3M | +33.8% | -22.5% | +56.3% | +39.9% |
| 6M | -7.2% | +19.4% | -26.6% | -17.8% |
| YTD | -25.6% | +67.7% | -93.4% | -42.6% |
| 1Y | -11.2% | +131.4% | -142.6% | -40.9% |
| 3Y | +388.3% | +197.3% | +191.0% | +158.5% |
| 5Y | +376.6% | +87.0% | +289.7% | +196.2% |
| All | +833.7% | +524.1% | +309.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling