+701.9%
INSM vs MSI
+664.3%
+37.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | +5.9% | +3.2% | +2.7% | +4.1% |
| 30D | +23.9% | +17.6% | +6.3% | +13.5% |
| 3M | -4.1% | +14.5% | -18.6% | -11.2% |
| 6M | +2.7% | +34.3% | -31.6% | -12.1% |
| YTD | -30.4% | +39.7% | -70.1% | -42.3% |
| 1Y | -36.6% | +40.2% | -76.7% | -47.6% |
| 3Y | +406.9% | +77.1% | +329.8% | +254.7% |
| 5Y | +280.3% | +124.0% | +156.2% | +124.2% |
| All | +701.9% | +664.3% | +37.5% | +155.1% |
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