+264.6%
MP vs INSM
+311.8%
-47.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.5% | +2.4% |
| 7D | -3.6% | +14.4% | -18.0% | -5.4% |
| 30D | -21.0% | +18.8% | -39.8% | -22.9% |
| 3M | -33.3% | -11.3% | -22.0% | -32.4% |
| 6M | -45.9% | +17.9% | -63.8% | -47.7% |
| YTD | -27.8% | -31.3% | +3.5% | -25.5% |
| 1Y | -43.2% | -37.7% | -5.5% | -40.7% |
| 3Y | +144.0% | +403.1% | -259.1% | +75.4% |
| 5Y | -6.1% | +279.3% | -285.4% | -29.9% |
| All | +264.6% | +311.8% | -47.2% | +166.5% |
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