-21.6%
INSM vs MKSI
+737.5%
-759.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | +2.5% | +2.7% | -0.2% | +1.8% |
| 30D | -2.2% | -12.8% | +10.6% | +0.8% |
| 3M | +33.8% | -22.5% | +56.3% | +38.4% |
| 6M | -7.2% | +19.4% | -26.6% | -14.1% |
| YTD | -25.6% | +67.7% | -93.4% | -37.1% |
| 1Y | -11.2% | +131.4% | -142.6% | -31.6% |
| 3Y | +388.3% | +197.3% | +191.0% | +231.6% |
| 5Y | +376.6% | +87.0% | +289.7% | +253.5% |
| 10Y | +881.9% | +522.1% | +359.8% | +460.4% |
| All | -21.6% | +737.5% | -759.0% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling