-39.8%
INSM vs MOD
-33.0%
-6.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -21.4% | +26.8% | +6.1% |
| 7D | +13.4% | -31.3% | +44.8% | +15.2% |
| 30D | +5.9% | -46.1% | +52.1% | +9.4% |
| 3M | +11.4% | -51.1% | +62.5% | +15.7% |
| 6M | -21.4% | -62.1% | +40.6% | -16.3% |
| YTD | -36.8% | -26.2% | -10.6% | -34.5% |
| 1Y | -39.8% | -32.6% | -7.3% | -37.5% |
| All | -39.8% | -33.0% | -6.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling