-11.4%
INSM vs MXL
+316.6%
-328.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.2% |
| 7D | +6.5% | +1.6% | +4.9% | +6.6% |
| 30D | +27.5% | -7.0% | +34.5% | +27.4% |
| 3M | +20.4% | -33.4% | +53.8% | +19.3% |
| 6M | -15.7% | +260.2% | -275.9% | -13.9% |
| YTD | -27.4% | +260.0% | -287.4% | -25.9% |
| 1Y | -11.4% | +303.5% | -314.9% | -11.1% |
| All | -11.4% | +316.6% | -328.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling