+70.6%
MA vs INSM
+414.3%
-343.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -1.8% | +9.8% | -11.5% | -1.9% |
| 30D | +11.0% | +22.5% | -11.5% | +10.8% |
| 3M | +17.9% | -8.9% | +26.8% | +17.8% |
| 6M | +33.2% | +16.2% | +16.9% | +32.8% |
| YTD | +16.5% | -30.6% | +47.1% | +16.6% |
| 1Y | +19.1% | -37.7% | +56.8% | +19.3% |
| All | +70.6% | +414.3% | -343.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling