+316.6%
IONQ vs MSTU
-89.5%
+406.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +23.8% |
| 7D | +8.6% | -4.3% | +12.9% | +9.5% |
| 30D | -21.1% | -34.6% | +13.5% | -12.9% |
| 3M | -17.9% | +39.0% | -56.9% | -30.7% |
| 6M | -37.9% | -70.5% | +32.6% | -24.8% |
| YTD | -27.3% | -68.6% | +41.3% | -20.6% |
| 1Y | -43.2% | -88.6% | +45.4% | -21.5% |
| All | +316.6% | -89.5% | +406.1% | +351.4% |
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