+155.6%
MPWR vs INSM
+365.8%
-210.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.6% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | -12.8% | -4.4% | -8.4% | -12.4% |
| 3M | -21.3% | +30.0% | -51.4% | -24.7% |
| 6M | +13.7% | -10.0% | +23.8% | +13.7% |
| YTD | +33.3% | -26.0% | +59.3% | +36.4% |
| 1Y | +41.3% | -12.5% | +53.8% | +40.5% |
| 3Y | +145.8% | +390.5% | -244.7% | +87.7% |
| 5Y | +155.6% | +357.7% | -202.1% | +78.3% |
| All | +155.6% | +365.8% | -210.2% | +78.3% |
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