+584.1%
MA vs INSM
+708.7%
-124.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -0.5% | +8.6% | -9.1% | -1.2% |
| 30D | +7.9% | +22.0% | -14.1% | +6.1% |
| 3M | +16.8% | -10.7% | +27.5% | +17.6% |
| 6M | +31.0% | +1.8% | +29.2% | +29.7% |
| YTD | +15.0% | -32.2% | +47.2% | +17.2% |
| 1Y | +17.0% | -39.3% | +56.3% | +20.1% |
| 3Y | +68.5% | +397.1% | -328.7% | +36.3% |
| 5Y | +85.0% | +270.6% | -185.6% | +50.8% |
| All | +584.1% | +708.7% | -124.6% | +419.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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