+19.0%
MARA vs INSM
+392.8%
-373.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.7% |
| 7D | +5.9% | +2.5% | +3.5% | +5.7% |
| 30D | +24.3% | -2.2% | +26.4% | +24.5% |
| 3M | -12.0% | +33.8% | -45.8% | -14.8% |
| 6M | +40.1% | -7.2% | +47.3% | +39.8% |
| YTD | +33.4% | -25.6% | +59.1% | +35.6% |
| 1Y | -23.7% | -11.2% | -12.5% | -23.7% |
| 3Y | +19.0% | +388.3% | -369.4% | +30.2% |
| All | +19.0% | +392.8% | -373.8% | +30.2% |
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 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