+348.8%
INSM vs MOS
-8.7%
+357.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +6.5% | +9.5% | -3.0% | +4.8% |
| 30D | +27.5% | +10.4% | +17.1% | +25.2% |
| 3M | +20.4% | +12.9% | +7.5% | +17.3% |
| 6M | -15.7% | +1.2% | -17.0% | -16.7% |
| YTD | -27.4% | +9.3% | -36.7% | -29.4% |
| 1Y | -11.4% | -18.0% | +6.6% | -9.7% |
| 3Y | +457.8% | -29.0% | +486.8% | +469.9% |
| All | +348.8% | -8.7% | +357.5% | +315.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling