+740.9%
INSM vs MOD
+920.5%
-179.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.4% |
| 7D | +14.4% | -17.8% | +32.2% | +17.5% |
| 30D | +18.8% | -43.2% | +62.0% | +29.9% |
| 3M | -11.3% | -46.0% | +34.7% | -2.7% |
| 6M | +17.9% | -62.2% | +80.1% | +36.6% |
| YTD | -31.3% | -22.8% | -8.5% | -31.9% |
| 1Y | -37.7% | -35.5% | -2.3% | -36.6% |
| 3Y | +403.1% | +128.2% | +274.9% | +257.1% |
| 5Y | +279.3% | +791.6% | -512.3% | +80.1% |
| 10Y | +740.9% | +886.3% | -145.4% | +258.7% |
| All | +740.9% | +920.5% | -179.6% | +258.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling