+1,540.7%
MAS vs IONS
+440.4%
+1,100.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.8% | -4.8% | +4.1% | -0.2% |
| 30D | -5.6% | +7.2% | -12.8% | -6.3% |
| 3M | +4.4% | -22.7% | +27.1% | +6.7% |
| 6M | +7.2% | -26.9% | +34.1% | +10.2% |
| YTD | +16.1% | -26.6% | +42.7% | +19.2% |
| 1Y | +0.1% | -2.1% | +2.2% | -0.5% |
| 3Y | +28.3% | +43.4% | -15.1% | +20.1% |
| 5Y | +30.5% | +47.0% | -16.5% | +19.8% |
| 10Y | +139.1% | +97.2% | +42.0% | +104.5% |
| All | +1,540.7% | +440.4% | +1,100.3% | +883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling