+406.9%
INSM vs MOD
+201.5%
+205.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +27.9% | -25.2% | +0.3% |
| 7D | +5.9% | +40.4% | -34.5% | +2.6% |
| 30D | +23.9% | -14.0% | +37.9% | +24.7% |
| 3M | -4.1% | -33.3% | +29.2% | -1.3% |
| 6M | +2.7% | -51.4% | +54.1% | +8.7% |
| YTD | -30.4% | +1.6% | -32.0% | -31.9% |
| 1Y | -36.6% | +5.4% | -41.9% | -38.5% |
| 3Y | +406.9% | +191.0% | +216.0% | +237.2% |
| All | +406.9% | +201.5% | +205.5% | +237.2% |
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 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