+877.2%
INSM vs MOD
+1,486.8%
-609.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.8% |
| 7D | +1.7% | +3.6% | -1.9% | +1.0% |
| 30D | -4.4% | -2.6% | -1.8% | -4.2% |
| 3M | +30.0% | -33.1% | +63.2% | +38.8% |
| 6M | -10.0% | -7.5% | -2.5% | -10.8% |
| YTD | -26.0% | +39.3% | -65.3% | -33.1% |
| 1Y | -12.5% | +34.3% | -46.8% | -21.5% |
| 3Y | +390.5% | +296.2% | +94.3% | +216.4% |
| 5Y | +357.7% | +1,504.6% | -1,146.9% | +95.0% |
| 10Y | +877.2% | +1,511.5% | -634.3% | +238.2% |
| All | +877.2% | +1,486.8% | -609.5% | +238.2% |
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