+5,744.5%
MU vs INSM
+868.6%
+4,875.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.8% |
| 7D | +2.0% | +0.5% | +1.5% | +2.0% |
| 30D | +12.5% | -4.0% | +16.5% | +13.0% |
| 3M | +9.6% | +38.5% | -28.9% | +4.6% |
| 6M | +142.6% | -11.5% | +154.1% | +142.8% |
| YTD | +242.7% | -26.9% | +269.5% | +250.4% |
| 1Y | +599.3% | -12.8% | +612.1% | +595.6% |
| 3Y | +1,308.3% | +384.7% | +923.6% | +969.8% |
| 5Y | +1,263.7% | +368.8% | +894.9% | +909.4% |
| All | +5,744.5% | +868.6% | +4,875.9% | +4,039.6% |
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 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