+351.3%
IONQ vs MSTU
-90.1%
+441.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.1% | +13.4% | +9.6% |
| 7D | +25.5% | -9.3% | +34.7% | +28.1% |
| 30D | -11.4% | -38.3% | +26.9% | -0.9% |
| 3M | -20.5% | +24.0% | -44.5% | -31.0% |
| 6M | -28.2% | -72.1% | +43.8% | -12.0% |
| YTD | -21.2% | -70.2% | +49.0% | -13.0% |
| 1Y | -40.4% | -89.6% | +49.2% | -15.9% |
| All | +351.3% | -90.1% | +441.4% | +395.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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