+145.1%
MS vs INSM
+343.1%
-198.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.4% | +6.5% | -5.2% | +1.0% |
| 30D | -0.3% | +27.5% | -27.8% | -2.1% |
| 3M | +0.3% | +20.4% | -20.1% | -1.3% |
| 6M | +31.3% | -15.7% | +47.1% | +31.8% |
| YTD | +24.7% | -27.4% | +52.1% | +26.2% |
| 1Y | +47.9% | -11.4% | +59.3% | +47.5% |
| 3Y | +178.3% | +457.8% | -279.5% | +140.6% |
| All | +145.1% | +343.1% | -198.1% | +109.1% |
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