+794.2%
MS vs INSM
+801.7%
-7.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +2.5% | +2.8% | -0.3% | +2.2% |
| 30D | 0.0% | -4.7% | +4.7% | +0.3% |
| 3M | +2.4% | +32.6% | -30.2% | -0.6% |
| 6M | +36.4% | -10.9% | +47.3% | +36.2% |
| YTD | +23.8% | -28.2% | +52.1% | +25.9% |
| 1Y | +48.6% | -14.9% | +63.5% | +48.4% |
| 3Y | +179.1% | +375.6% | -196.4% | +129.3% |
| 5Y | +144.8% | +349.1% | -204.3% | +97.3% |
| 10Y | +794.2% | +796.6% | -2.4% | +575.4% |
| All | +794.2% | +801.7% | -7.5% | +575.4% |
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 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