-26.8%
INSM vs MOS
+113.4%
-140.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +9.8% | +5.5% | +4.3% | +8.4% |
| 30D | +22.5% | +21.0% | +1.6% | +16.6% |
| 3M | -8.9% | -0.5% | -8.5% | -9.5% |
| 6M | +16.2% | +6.6% | +9.6% | +13.1% |
| YTD | -30.6% | -2.8% | -27.8% | -31.6% |
| 1Y | -37.7% | -8.1% | -29.6% | -37.9% |
| 3Y | +408.4% | -25.6% | +434.0% | +417.7% |
| 5Y | +279.6% | -29.8% | +309.4% | +274.6% |
| 10Y | +735.6% | +0.6% | +735.1% | +592.0% |
| All | -26.8% | +113.4% | -140.2% | -65.9% |
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 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