-23.5%
INSM vs MOD
+1,198.0%
-1,221.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | +6.5% | +9.6% | -3.0% | +4.8% |
| 30D | +27.5% | 0.0% | +27.5% | +27.2% |
| 3M | +20.4% | -35.4% | +55.7% | +28.6% |
| 6M | -15.7% | -7.3% | -8.5% | -16.4% |
| YTD | -27.4% | +45.8% | -73.2% | -34.1% |
| 1Y | -11.4% | +43.1% | -54.5% | -20.3% |
| 3Y | +457.8% | +297.7% | +160.1% | +289.3% |
| 5Y | +343.0% | +1,478.8% | -1,135.8% | +128.9% |
| 10Y | +848.1% | +1,633.4% | -785.3% | +332.8% |
| All | -23.5% | +1,198.0% | -1,221.5% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling