+1,319.3%
MU vs INSM
+342.6%
+976.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +7.2% | +2.8% | +4.4% | +6.9% |
| 30D | +14.0% | -4.7% | +18.7% | +14.4% |
| 3M | +5.4% | +32.6% | -27.2% | +1.8% |
| 6M | +170.3% | -10.9% | +181.2% | +170.3% |
| YTD | +250.7% | -28.2% | +278.9% | +257.8% |
| 1Y | +662.1% | -14.9% | +677.0% | +659.8% |
| 3Y | +1,341.2% | +375.6% | +965.6% | +1,095.4% |
| 5Y | +1,319.3% | +349.1% | +970.3% | +1,015.0% |
| All | +1,319.3% | +342.6% | +976.8% | +1,015.0% |
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