+878.4%
MSFT vs INSM
+884.9%
-6.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.5% |
| 7D | -0.8% | +2.5% | -3.3% | -1.0% |
| 30D | +0.8% | -2.2% | +3.0% | +0.9% |
| 3M | +27.2% | +33.8% | -6.6% | +23.9% |
| 6M | +22.9% | -7.2% | +30.1% | +22.3% |
| YTD | +3.1% | -25.6% | +28.8% | +4.3% |
| 1Y | -0.3% | -11.2% | +11.0% | -1.0% |
| 3Y | +50.1% | +388.3% | -338.2% | +24.2% |
| 5Y | +74.6% | +376.6% | -302.0% | +41.6% |
| All | +878.4% | +884.9% | -6.5% | +659.2% |
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