-7.9%
MOS vs IONS
-59.8%
+51.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +0.9% |
| 7D | +24.8% | -30.3% | +55.1% | +24.7% |
| 30D | +22.7% | -37.7% | +60.4% | +23.1% |
| 3M | -1.2% | -50.5% | +49.3% | +0.3% |
| 6M | +5.5% | -62.8% | +68.3% | +8.2% |
| YTD | -2.0% | -64.4% | +62.4% | +1.8% |
| 1Y | -7.9% | -59.5% | +51.5% | -3.7% |
| All | -7.9% | -59.8% | +51.8% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling