-15.1%
MP vs INSM
+241.5%
-256.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.2% | +4.4% |
| 7D | -10.5% | +1.6% | -12.1% | -10.7% |
| 30D | -23.5% | +12.5% | -36.0% | -24.6% |
| 3M | -25.4% | -13.7% | -11.8% | -24.4% |
| 6M | -51.3% | -16.5% | -34.7% | -50.9% |
| YTD | -29.9% | -34.3% | +4.4% | -27.8% |
| 1Y | -31.8% | -38.4% | +6.5% | -29.4% |
| 3Y | +127.0% | +379.9% | -252.9% | +79.3% |
| All | -15.1% | +241.5% | -256.6% | -25.3% |
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