+893.1%
MET vs INSM
-21.9%
+915.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | +1.1% | +2.8% | -1.6% | +1.0% |
| 30D | -2.3% | -4.7% | +2.4% | -2.1% |
| 3M | +13.9% | +32.6% | -18.7% | +11.7% |
| 6M | +34.8% | -10.9% | +45.7% | +34.7% |
| YTD | +23.5% | -28.2% | +51.8% | +24.9% |
| 1Y | +23.4% | -14.9% | +38.3% | +23.3% |
| 3Y | +64.9% | +375.6% | -310.7% | +44.5% |
| 5Y | +82.0% | +349.1% | -267.0% | +57.8% |
| 10Y | +244.4% | +796.6% | -552.2% | +172.7% |
| All | +893.1% | -21.9% | +915.0% | +580.8% |
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