+92.1%
MA vs INSM
+282.8%
-190.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.8% | +9.8% | -11.5% | -2.2% |
| 30D | +11.0% | +22.5% | -11.5% | +10.0% |
| 3M | +17.9% | -8.9% | +26.8% | +18.2% |
| 6M | +33.2% | +16.2% | +16.9% | +31.6% |
| YTD | +16.5% | -30.6% | +47.1% | +17.6% |
| 1Y | +19.1% | -37.7% | +56.8% | +20.8% |
| 3Y | +70.6% | +408.4% | -337.9% | +52.7% |
| 5Y | +92.1% | +279.6% | -187.5% | +80.7% |
| All | +92.1% | +282.8% | -190.7% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling