-25.0%
MOS vs IONS
-40.7%
+15.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +1.8% |
| 7D | +24.8% | -30.3% | +55.1% | +28.6% |
| 30D | +22.7% | -37.7% | +60.4% | +28.0% |
| 3M | -1.2% | -50.5% | +49.3% | +5.8% |
| 6M | +5.5% | -62.8% | +68.3% | +16.4% |
| YTD | -2.0% | -64.4% | +62.4% | +8.7% |
| 1Y | -7.9% | -59.5% | +51.5% | +0.1% |
| 3Y | -25.0% | -39.2% | +14.2% | -29.3% |
| All | -25.0% | -40.7% | +15.8% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling