+379.9%
INSM vs MOD
+129.2%
+250.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.7% |
| 7D | +1.6% | -25.5% | +27.2% | +3.8% |
| 30D | +12.5% | -49.0% | +61.5% | +18.9% |
| 3M | -13.7% | -49.8% | +36.1% | -8.9% |
| 6M | -16.5% | -64.8% | +48.2% | -9.0% |
| YTD | -34.3% | -27.6% | -6.6% | -33.7% |
| 1Y | -38.4% | -35.2% | -3.2% | -37.4% |
| 3Y | +379.9% | +137.1% | +242.8% | +212.6% |
| All | +379.9% | +129.2% | +250.7% | +212.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling