-1.6%
MOS vs IONS
-27.6%
+26.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +2.5% |
| 7D | +24.8% | -30.3% | +55.1% | +31.6% |
| 30D | +22.7% | -37.7% | +60.4% | +31.7% |
| 3M | -1.2% | -50.5% | +49.3% | +10.1% |
| 6M | +5.5% | -62.8% | +68.3% | +22.5% |
| YTD | -2.0% | -64.4% | +62.4% | +14.5% |
| 1Y | -7.9% | -59.5% | +51.5% | +4.8% |
| 3Y | -25.0% | -39.2% | +14.2% | -23.7% |
| 5Y | -27.7% | -15.3% | -12.4% | -33.7% |
| 10Y | -1.6% | -31.2% | +29.6% | -4.3% |
| All | -1.6% | -27.6% | +26.1% | -4.3% |
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 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