-28.4%
INSM vs MSI
+553.7%
-582.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | +8.6% | +2.6% | +6.0% | +7.8% |
| 30D | +22.0% | +18.1% | +3.9% | +16.6% |
| 3M | -10.7% | +13.2% | -23.9% | -13.9% |
| 6M | +1.8% | +36.3% | -34.5% | -6.3% |
| YTD | -32.2% | +39.5% | -71.7% | -38.2% |
| 1Y | -39.3% | +36.9% | -76.1% | -44.4% |
| 3Y | +397.1% | +76.1% | +321.0% | +321.6% |
| 5Y | +270.6% | +123.7% | +146.9% | +193.6% |
| 10Y | +717.1% | +664.3% | +52.8% | +385.3% |
| All | -28.4% | +553.7% | -582.1% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling