+316.6%
IONQ vs MSTZ
-99.4%
+416.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +23.6% |
| 7D | +8.6% | -1.2% | +9.8% | +9.3% |
| 30D | -21.1% | +22.2% | -43.3% | -13.6% |
| 3M | -17.9% | -70.4% | +52.5% | -32.0% |
| 6M | -37.9% | -31.0% | -7.0% | -28.3% |
| YTD | -27.3% | -81.0% | +53.7% | -26.7% |
| 1Y | -43.2% | -61.2% | +18.0% | -29.0% |
| All | +316.6% | -99.4% | +416.0% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling