-90.0%
MARA vs INSM
+4,688.1%
-4,778.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.2% |
| 7D | +13.8% | +1.7% | +12.1% | +13.5% |
| 30D | +24.7% | -4.4% | +29.1% | +25.6% |
| 3M | -10.4% | +30.0% | -40.5% | -15.9% |
| 6M | +37.6% | -10.0% | +47.7% | +36.9% |
| YTD | +32.7% | -26.0% | +58.7% | +36.5% |
| 1Y | -25.2% | -12.5% | -12.7% | -25.7% |
| 3Y | +9.3% | +390.5% | -381.2% | -28.0% |
| 5Y | -69.3% | +357.7% | -427.1% | -79.2% |
| 10Y | -73.6% | +877.2% | -950.8% | -83.6% |
| All | -90.0% | +4,688.1% | -4,778.1% | -94.2% |
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