+388.4%
INSM vs MSFU
+88.0%
+300.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +5.9% | -2.8% | +8.7% | +6.1% |
| 30D | +23.9% | -5.3% | +29.2% | +24.3% |
| 3M | -4.1% | +7.2% | -11.3% | -5.2% |
| 6M | +2.7% | +51.0% | -48.3% | -2.5% |
| YTD | -30.4% | -1.2% | -29.1% | -30.2% |
| 1Y | -36.6% | -10.3% | -26.2% | -35.3% |
| 3Y | +406.9% | +22.2% | +384.7% | +365.3% |
| All | +388.4% | +88.0% | +300.3% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling