+222.1%
MAS vs IONS
+15.4%
+206.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | -0.1% | -2.9% |
| 7D | +4.6% | -12.6% | +17.1% | +6.6% |
| 30D | +19.9% | -11.8% | +31.7% | +22.0% |
| 3M | +8.9% | -28.4% | +37.3% | +14.1% |
| 6M | +20.2% | -48.4% | +68.6% | +31.1% |
| YTD | +33.9% | -51.0% | +84.8% | +47.0% |
| 1Y | +34.7% | -48.0% | +82.7% | +46.4% |
| 3Y | +60.4% | -17.8% | +78.2% | +57.5% |
| 5Y | +43.5% | +15.2% | +28.3% | +30.3% |
| All | +222.1% | +15.4% | +206.6% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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