+375.0%
INSM vs MOS
-25.5%
+400.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +6.5% | +9.5% | -3.0% | +5.0% |
| 30D | +27.5% | +10.4% | +17.1% | +25.4% |
| 3M | +20.4% | +12.9% | +7.5% | +17.6% |
| 6M | -15.7% | +1.2% | -17.0% | -16.8% |
| YTD | -27.4% | +9.3% | -36.7% | -29.2% |
| 1Y | -11.4% | -18.0% | +6.6% | -10.0% |
| All | +375.0% | -25.5% | +400.5% | +383.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling