+117.2%
MPC vs INSM
-40.6%
+157.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.3% | -13.4% | -7.9% |
| 7D | -10.9% | +13.4% | -24.3% | -10.5% |
| 30D | -9.4% | +5.9% | -15.4% | -9.0% |
| 3M | +26.0% | +11.4% | +14.6% | +26.3% |
| 6M | +56.5% | -21.4% | +77.9% | +58.0% |
| YTD | +144.3% | -36.8% | +181.1% | +150.5% |
| 1Y | +117.2% | -39.8% | +157.1% | +122.4% |
| All | +117.2% | -40.6% | +157.9% | +122.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling