+701.9%
INSM vs MOS
-3.5%
+705.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +5.9% | -2.0% | +7.9% | +6.5% |
| 30D | +23.9% | +15.3% | +8.6% | +18.8% |
| 3M | -4.1% | +1.5% | -5.6% | -5.2% |
| 6M | +2.7% | -2.0% | +4.7% | +1.8% |
| YTD | -30.4% | -6.5% | -23.9% | -30.8% |
| 1Y | -36.6% | -11.1% | -25.5% | -36.3% |
| 3Y | +406.9% | -30.3% | +437.2% | +424.8% |
| 5Y | +280.3% | -33.5% | +313.8% | +273.1% |
| All | +701.9% | -3.5% | +705.3% | +633.0% |
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