-30.7%
INSM vs MOS
+109.3%
-139.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +1.6% | +21.6% | -20.0% | -3.3% |
| 30D | +12.5% | +12.0% | +0.5% | +9.0% |
| 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% | -34.9% |
| 1Y | -38.4% | -7.0% | -31.4% | -38.8% |
| 3Y | +379.9% | -24.4% | +404.3% | +386.3% |
| 5Y | +242.2% | -32.1% | +274.3% | +240.6% |
| 10Y | +920.6% | +10.3% | +910.3% | +728.2% |
| All | -30.7% | +109.3% | -139.9% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling