-23.5%
INSM vs MSI
+475.4%
-498.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +6.5% | -3.7% | +10.2% | +7.6% |
| 30D | +27.5% | +6.8% | +20.7% | +25.7% |
| 3M | +20.4% | +14.3% | +6.1% | +16.4% |
| 6M | -15.7% | -1.6% | -14.2% | -15.4% |
| YTD | -27.4% | +22.8% | -50.2% | -31.5% |
| 1Y | -11.4% | -1.1% | -10.3% | -11.5% |
| 3Y | +457.8% | +70.5% | +387.3% | +376.7% |
| 5Y | +343.0% | +102.8% | +240.2% | +260.7% |
| 10Y | +848.1% | +597.4% | +250.7% | +479.7% |
| All | -23.5% | +475.4% | -498.8% | -60.4% |
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