-11.5%
INSM vs MXL
+333.1%
-344.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.3% |
| 7D | +0.5% | +16.6% | -16.2% | +1.0% |
| 30D | -4.0% | +0.5% | -4.5% | -3.9% |
| 3M | +38.5% | -3.6% | +42.2% | +39.6% |
| 6M | -11.5% | +328.0% | -339.5% | -10.6% |
| All | -11.5% | +333.1% | -344.6% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling