+754.3%
INSM vs MOD
+1,005.7%
-251.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.9% | -8.4% | -0.3% |
| 7D | +6.2% | -13.9% | +20.1% | +8.1% |
| 30D | +15.4% | -41.5% | +56.9% | +25.6% |
| 3M | -11.4% | -45.7% | +34.3% | -2.8% |
| 6M | +14.6% | -61.1% | +75.7% | +32.1% |
| YTD | -33.3% | -20.5% | -12.8% | -34.2% |
| 1Y | -38.8% | -32.1% | -6.7% | -38.3% |
| 3Y | +395.7% | +146.5% | +249.3% | +245.8% |
| 5Y | +258.9% | +812.7% | -553.8% | +69.4% |
| 10Y | +754.3% | +966.8% | -212.5% | +261.4% |
| All | +754.3% | +1,005.7% | -251.4% | +261.4% |
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