+938.2%
MU vs INSM
+278.6%
+659.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.8% |
| 7D | +12.8% | +5.9% | +6.9% | +12.2% |
| 30D | -14.9% | +23.9% | -38.8% | -16.7% |
| 3M | -18.0% | -4.1% | -14.0% | -17.9% |
| 6M | -3.1% | +2.7% | -5.8% | -4.1% |
| YTD | +172.9% | -30.4% | +203.3% | +178.6% |
| 1Y | +228.8% | -36.6% | +265.4% | +237.6% |
| 3Y | +950.8% | +406.9% | +543.9% | +758.2% |
| All | +938.2% | +278.6% | +659.6% | +751.9% |
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 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