+1,372.3%
MOH vs IONS
+1,003.3%
+368.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.8% |
| 7D | -3.3% | -5.3% | +2.0% | -2.5% |
| 30D | -0.1% | +0.3% | -0.3% | -0.2% |
| 3M | -1.1% | -22.9% | +21.8% | +2.3% |
| 6M | +35.9% | -23.4% | +59.3% | +40.4% |
| YTD | +13.1% | -28.3% | +41.4% | +17.7% |
| 1Y | +11.8% | -7.0% | +18.9% | +11.3% |
| 3Y | -38.7% | +37.6% | -76.4% | -45.0% |
| 5Y | -25.1% | +53.4% | -78.5% | -35.8% |
| 10Y | +243.8% | +83.9% | +159.9% | +167.5% |
| All | +1,372.3% | +1,003.3% | +368.9% | +581.7% |
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