+1,318.4%
MU vs INSM
-21.1%
+1,339.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.1% |
| 7D | +9.0% | +6.5% | +2.4% | +8.4% |
| 30D | +13.8% | +27.5% | -13.7% | +11.0% |
| 3M | +2.1% | +20.4% | -18.3% | +0.1% |
| 6M | +153.8% | -15.7% | +169.5% | +155.0% |
| YTD | +256.4% | -27.4% | +283.8% | +262.1% |
| 1Y | +719.8% | -11.4% | +731.2% | +716.5% |
| 3Y | +1,360.4% | +457.8% | +902.5% | +1,101.0% |
| 5Y | +1,312.4% | +343.0% | +969.5% | +1,067.1% |
| 10Y | +6,142.6% | +848.1% | +5,294.5% | +4,513.3% |
| All | +1,318.4% | -21.1% | +1,339.4% | +783.0% |
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 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