-30.7%
INSM vs MOD
+529.4%
-560.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +4.2% |
| 7D | +1.6% | -25.5% | +27.2% | +6.0% |
| 30D | +12.5% | -49.0% | +61.5% | +24.7% |
| 3M | -13.7% | -49.8% | +36.1% | -4.5% |
| 6M | -16.5% | -64.8% | +48.2% | -3.0% |
| YTD | -34.3% | -27.6% | -6.6% | -33.7% |
| 1Y | -38.4% | -35.2% | -3.2% | -37.2% |
| 3Y | +379.9% | +137.1% | +242.8% | +261.9% |
| 5Y | +242.2% | +760.3% | -518.0% | +93.5% |
| 10Y | +920.6% | +938.8% | -18.2% | +402.2% |
| All | -30.7% | +529.4% | -560.1% | -63.8% |
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