-9.6%
MOS vs IONS
+47.7%
-57.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +9.5% | -4.8% | +14.4% | +10.3% |
| 30D | +10.4% | +7.2% | +3.2% | +9.3% |
| 3M | +12.9% | -22.7% | +35.6% | +16.0% |
| 6M | +1.2% | -26.9% | +28.1% | +4.8% |
| YTD | +9.3% | -26.6% | +35.9% | +13.1% |
| 1Y | -18.0% | -2.1% | -15.9% | -19.0% |
| 3Y | -29.0% | +43.4% | -72.5% | -36.3% |
| All | -9.6% | +47.7% | -57.3% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling