+211.7%
MRSH vs INSM
+884.9%
-673.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -4.8% | +2.5% | -7.2% | -4.9% |
| 30D | -6.3% | -2.2% | -4.2% | -6.3% |
| 3M | +5.8% | +33.8% | -28.0% | +4.2% |
| 6M | +2.8% | -7.2% | +10.0% | +2.5% |
| YTD | -3.1% | -25.6% | +22.5% | -2.5% |
| 1Y | -11.3% | -11.2% | 0.0% | -11.6% |
| 3Y | -5.0% | +388.3% | -393.3% | -14.9% |
| 5Y | +19.2% | +376.6% | -357.5% | +5.0% |
| All | +211.7% | +884.9% | -673.2% | +159.0% |
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