+174.8%
MS vs INSM
+388.0%
-213.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.1% |
| 7D | +0.7% | +6.2% | -5.5% | +0.5% |
| 30D | -0.9% | +15.4% | -16.3% | -1.4% |
| 3M | -13.0% | -11.4% | -1.5% | -12.7% |
| 6M | -2.0% | +14.6% | -16.5% | -2.7% |
| YTD | +7.8% | -33.3% | +41.1% | +8.7% |
| 1Y | +17.9% | -38.8% | +56.6% | +19.1% |
| 3Y | +174.8% | +395.7% | -220.9% | +155.6% |
| All | +174.8% | +388.0% | -213.2% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling