+961.1%
MELI vs INSM
+884.9%
+76.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.7% |
| 7D | -4.1% | +2.5% | -6.6% | -4.4% |
| 30D | +3.8% | -2.2% | +5.9% | +4.0% |
| 3M | +17.8% | +33.8% | -15.9% | +11.8% |
| 6M | +7.4% | -7.2% | +14.6% | +6.4% |
| YTD | -5.8% | -25.6% | +19.8% | -3.9% |
| 1Y | -18.9% | -11.2% | -7.6% | -19.6% |
| 3Y | +33.3% | +388.3% | -355.0% | -5.8% |
| 5Y | +2.7% | +376.6% | -373.9% | -28.1% |
| All | +961.1% | +884.9% | +76.3% | +587.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling