+741.9%
INSM vs MOS
+4.2%
+737.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +1.6% | +21.6% | -20.0% | -3.8% |
| 30D | +12.5% | +12.0% | +0.5% | +8.6% |
| 3M | -13.7% | -3.9% | -9.8% | -13.4% |
| 6M | -16.5% | -3.3% | -13.2% | -16.7% |
| YTD | -34.3% | -4.6% | -29.6% | -35.0% |
| 1Y | -38.4% | -7.0% | -31.4% | -38.9% |
| 3Y | +379.9% | -24.4% | +404.3% | +385.1% |
| 5Y | +242.2% | -32.1% | +274.3% | +233.8% |
| All | +741.9% | +4.2% | +737.6% | +649.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling