+833.7%
INSM vs MXL
+313.4%
+520.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.9% | +0.4% |
| 7D | +2.5% | +18.9% | -16.4% | -0.7% |
| 30D | -2.2% | +0.3% | -2.5% | -3.0% |
| 3M | +33.8% | -8.0% | +41.8% | +30.0% |
| 6M | -7.2% | +341.2% | -348.4% | -43.1% |
| YTD | -25.6% | +327.8% | -353.5% | -54.5% |
| 1Y | -11.2% | +364.9% | -376.1% | -47.9% |
| 3Y | +388.3% | +229.2% | +159.1% | +167.9% |
| 5Y | +376.6% | +42.8% | +333.9% | +219.7% |
| All | +833.7% | +313.4% | +520.3% | +256.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling