-39.5%
INSM vs MOD
-33.9%
-5.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.9% | -8.4% | +1.1% |
| 7D | +6.2% | -13.9% | +20.1% | +6.4% |
| 30D | +15.4% | -41.5% | +56.9% | +18.4% |
| 3M | -11.4% | -45.7% | +34.3% | -8.9% |
| 6M | +14.6% | -61.1% | +75.7% | +21.4% |
| YTD | -33.3% | -20.5% | -12.8% | -30.6% |
| All | -39.5% | -33.9% | -5.6% | -36.3% |
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