+1,071.5%
INSM vs MSCI
+3,174.4%
-2,102.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.3% |
| 7D | +14.4% | +2.7% | +11.7% | +13.3% |
| 30D | +18.8% | +16.2% | +2.5% | +12.2% |
| 3M | -11.3% | +17.1% | -28.4% | -16.7% |
| 6M | +17.9% | +13.0% | +4.9% | +10.9% |
| YTD | -31.3% | +15.8% | -47.1% | -36.8% |
| 1Y | -37.7% | +15.5% | -53.2% | -42.7% |
| 3Y | +403.1% | +32.3% | +370.8% | +328.2% |
| 5Y | +279.3% | +8.2% | +271.2% | +241.8% |
| 10Y | +740.9% | +800.7% | -59.8% | +271.3% |
| All | +1,071.5% | +3,174.4% | -2,102.9% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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