+796.6%
INSM vs MOS
+11.1%
+785.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | +2.8% | +7.1% | -4.3% | +0.9% |
| 30D | -4.7% | +15.0% | -19.8% | -8.5% |
| 3M | +32.6% | +24.1% | +8.5% | +24.1% |
| 6M | -10.9% | +2.7% | -13.6% | -12.8% |
| YTD | -28.2% | +12.2% | -40.4% | -31.8% |
| 1Y | -14.9% | -16.3% | +1.4% | -12.9% |
| 3Y | +375.6% | -23.3% | +398.9% | +382.8% |
| 5Y | +349.1% | -4.2% | +353.2% | +292.3% |
| 10Y | +796.6% | +12.6% | +784.0% | +635.2% |
| All | +796.6% | +11.1% | +785.5% | +635.2% |
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