-32.2%
MOS vs IONS
+13.2%
-45.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.6% | +3.7% |
| 7D | +22.5% | -12.6% | +35.1% | +24.5% |
| 30D | +6.6% | -11.8% | +18.5% | +8.1% |
| 3M | -3.8% | -28.4% | +24.6% | +0.1% |
| 6M | -2.2% | -48.4% | +46.2% | +5.7% |
| YTD | -4.8% | -51.0% | +46.2% | +3.6% |
| 1Y | -11.7% | -48.0% | +36.3% | -4.9% |
| 3Y | -26.5% | -17.8% | -8.7% | -28.8% |
| 5Y | -32.2% | +15.2% | -47.4% | -39.3% |
| All | -32.2% | +13.2% | -45.4% | -39.3% |
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