+419.4%
MS vs INSM
-27.4%
+446.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +0.7% | +6.2% | -5.5% | +0.2% |
| 30D | -0.9% | +15.4% | -16.3% | -2.3% |
| 3M | -13.0% | -11.4% | -1.5% | -12.3% |
| 6M | -2.0% | +14.6% | -16.5% | -4.0% |
| YTD | +7.8% | -33.3% | +41.1% | +10.0% |
| 1Y | +17.9% | -38.8% | +56.6% | +20.9% |
| 3Y | +174.8% | +395.7% | -220.9% | +123.8% |
| 5Y | +119.9% | +258.9% | -139.0% | +81.0% |
| 10Y | +578.8% | +754.3% | -175.5% | +373.5% |
| All | +419.4% | -27.4% | +446.8% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling