+386.0%
INSM vs MSI
+68.0%
+318.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +1.7% | -4.0% | +5.7% | +2.9% |
| 30D | -4.4% | -0.5% | -4.0% | -4.4% |
| 3M | +30.0% | +11.4% | +18.6% | +27.8% |
| 6M | -10.0% | +1.0% | -11.0% | -10.9% |
| YTD | -26.0% | +20.7% | -46.6% | -27.6% |
| 1Y | -12.5% | -2.7% | -9.8% | -12.6% |
| All | +386.0% | +68.0% | +318.0% | +443.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling