+16.2%
MS vs INSM
-37.0%
+53.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | +0.8% | +14.4% | -13.6% | +0.2% |
| 30D | -0.7% | +18.8% | -19.5% | -1.5% |
| 3M | -12.4% | -11.3% | -1.0% | -12.1% |
| 6M | -1.7% | +17.9% | -19.6% | -2.6% |
| YTD | +8.0% | -31.3% | +39.4% | +11.3% |
| 1Y | +16.2% | -37.7% | +54.0% | +20.3% |
| All | +16.2% | -37.0% | +53.2% | +20.3% |
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 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