+504.3%
MUU vs INSM
-40.6%
+545.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +5.3% | -19.3% | -14.5% |
| 7D | -35.9% | +13.4% | -49.3% | -37.0% |
| 30D | -47.1% | +5.9% | -53.1% | -47.5% |
| 3M | -29.8% | +11.4% | -41.2% | -31.8% |
| 6M | +16.0% | -21.4% | +37.5% | +19.2% |
| YTD | +286.1% | -36.8% | +322.9% | +288.1% |
| 1Y | +504.3% | -39.8% | +544.1% | +359.0% |
| All | +504.3% | -40.6% | +545.0% | +359.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling