+102.7%
MO vs INSM
+375.8%
-273.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | +0.1% | +2.5% | -2.3% | +0.1% |
| 30D | +7.1% | -2.2% | +9.3% | +7.1% |
| 3M | -2.0% | +33.8% | -35.8% | -2.0% |
| 6M | +7.3% | -7.2% | +14.5% | +7.4% |
| YTD | +23.5% | -25.6% | +49.1% | +23.5% |
| 1Y | +11.0% | -11.2% | +22.2% | +11.0% |
| 3Y | +95.0% | +388.3% | -293.3% | +92.4% |
| All | +102.7% | +375.8% | -273.1% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling