+4.7%
MDT vs INSM
-11.6%
+16.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +3.2% | +6.5% | -3.3% | +3.0% |
| 30D | +9.5% | +27.5% | -18.0% | +8.6% |
| 3M | +16.0% | +20.4% | -4.4% | +15.2% |
| 6M | +0.2% | -15.7% | +15.9% | +0.2% |
| YTD | -0.3% | -27.4% | +27.2% | +0.1% |
| 1Y | +4.7% | -11.4% | +16.1% | +2.2% |
| All | +4.7% | -11.6% | +16.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling