+13,824.1%
MA vs INSM
+660.8%
+13,163.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.7% | +6.5% | -9.2% | -3.1% |
| 30D | +1.5% | +27.5% | -26.0% | -0.4% |
| 3M | +20.4% | +20.4% | +0.1% | +18.4% |
| 6M | +11.1% | -15.7% | +26.9% | +11.4% |
| YTD | +2.0% | -27.4% | +29.4% | +3.1% |
| 1Y | -2.2% | -11.4% | +9.2% | -2.6% |
| 3Y | +41.9% | +457.8% | -415.9% | +19.2% |
| 5Y | +75.4% | +343.0% | -267.6% | +47.7% |
| 10Y | +527.5% | +848.1% | -320.6% | +379.2% |
| All | +13,824.1% | +660.8% | +13,163.4% | +9,782.8% |
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