+15,808.0%
MA vs INSM
+627.4%
+15,180.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.8% | +9.8% | -11.5% | -2.4% |
| 30D | +11.0% | +22.5% | -11.5% | +9.5% |
| 3M | +17.9% | -8.9% | +26.8% | +18.4% |
| 6M | +33.2% | +16.2% | +16.9% | +30.9% |
| YTD | +16.5% | -30.6% | +47.1% | +18.0% |
| 1Y | +19.1% | -37.7% | +56.8% | +21.4% |
| 3Y | +70.6% | +408.4% | -337.9% | +44.4% |
| 5Y | +92.1% | +279.6% | -187.5% | +63.7% |
| 10Y | +569.6% | +735.6% | -166.1% | +415.2% |
| All | +15,808.0% | +627.4% | +15,180.6% | +11,208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling