+818.3%
INSM vs MSI
+601.8%
+216.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.7% |
| 7D | +0.5% | -1.8% | +2.2% | +1.4% |
| 30D | -4.0% | -0.6% | -3.4% | -3.8% |
| 3M | +38.5% | +13.0% | +25.5% | +30.3% |
| 6M | -11.5% | +0.5% | -12.0% | -12.0% |
| YTD | -26.9% | +21.7% | -48.6% | -34.7% |
| 1Y | -12.8% | -2.6% | -10.2% | -12.4% |
| 3Y | +384.7% | +69.7% | +315.0% | +241.8% |
| 5Y | +368.8% | +102.8% | +266.0% | +188.6% |
| All | +818.3% | +601.8% | +216.5% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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