+47.4%
MAS vs IONS
+19.2%
+28.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +14.2% | -10.6% | +24.7% | +15.7% |
| 30D | +26.8% | -7.7% | +34.5% | +28.0% |
| 3M | +13.1% | -27.1% | +40.2% | +17.5% |
| 6M | +27.9% | -46.8% | +74.7% | +37.1% |
| YTD | +38.7% | -49.2% | +87.9% | +49.4% |
| 1Y | +40.4% | -44.9% | +85.3% | +49.5% |
| 3Y | +66.1% | -14.9% | +81.0% | +61.4% |
| 5Y | +47.4% | +15.9% | +31.5% | +41.3% |
| All | +47.4% | +19.2% | +28.2% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling