+379.9%
INSM vs MOS
-26.6%
+406.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +1.6% | +21.6% | -20.0% | -1.7% |
| 30D | +12.5% | +12.0% | +0.5% | +10.1% |
| 3M | -13.7% | -3.9% | -9.8% | -13.5% |
| 6M | -16.5% | -3.3% | -13.2% | -16.7% |
| YTD | -34.3% | -4.6% | -29.6% | -34.7% |
| 1Y | -38.4% | -7.0% | -31.4% | -38.7% |
| 3Y | +379.9% | -24.4% | +404.3% | +387.2% |
| All | +379.9% | -26.6% | +406.5% | +387.2% |
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