+335.0%
IONQ vs MSTU
-90.6%
+425.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.1% |
| 7D | +15.3% | -27.7% | +43.0% | +25.0% |
| 30D | -6.1% | -40.3% | +34.2% | +5.8% |
| 3M | -21.6% | +26.4% | -48.0% | -32.5% |
| 6M | -40.1% | -75.7% | +35.6% | -24.0% |
| YTD | -24.1% | -71.9% | +47.8% | -15.0% |
| 1Y | -37.4% | -89.3% | +51.9% | -12.3% |
| All | +335.0% | -90.6% | +425.6% | +383.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling