+453.7%
MP vs INSM
+330.4%
+123.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +3.0% | +2.8% | +0.3% | +2.7% |
| 30D | +8.3% | -4.7% | +13.1% | +9.0% |
| 3M | -3.8% | +32.6% | -36.5% | -8.2% |
| 6M | -4.9% | -10.9% | +6.0% | -4.9% |
| YTD | +9.6% | -28.2% | +37.8% | +12.7% |
| 1Y | -11.7% | -14.9% | +3.1% | -11.5% |
| 3Y | +158.5% | +375.6% | -217.1% | +91.6% |
| 5Y | +68.9% | +349.1% | -280.2% | +20.3% |
| All | +453.7% | +330.4% | +123.3% | +303.2% |
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 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