+346.9%
IONQ vs MSTU
-90.8%
+437.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.9% |
| 7D | +16.7% | -21.7% | +38.4% | +23.6% |
| 30D | -12.3% | -42.8% | +30.5% | 0.0% |
| 3M | -17.7% | +21.4% | -39.2% | -28.4% |
| 6M | -28.9% | -74.1% | +45.2% | -11.2% |
| YTD | -22.0% | -72.4% | +50.4% | -12.2% |
| 1Y | -36.8% | -90.1% | +53.3% | -9.8% |
| All | +346.9% | -90.8% | +437.6% | +399.4% |
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