+88.2%
MOS vs IONS
+273.5%
-185.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.7% | +18.0% | +17.4% |
| 7D | +17.9% | -10.6% | +28.5% | +19.2% |
| 30D | +1.6% | -7.7% | +9.3% | +2.2% |
| 3M | -4.0% | -27.1% | +23.1% | -1.2% |
| 6M | -4.1% | -46.8% | +42.7% | +1.4% |
| YTD | -7.8% | -49.2% | +41.4% | -2.1% |
| 1Y | -15.6% | -44.9% | +29.3% | -11.2% |
| 3Y | -28.9% | -14.9% | -13.9% | -29.6% |
| 5Y | -36.8% | +15.9% | -52.7% | -40.3% |
| 10Y | +6.7% | +48.0% | -41.3% | -4.2% |
| All | +88.2% | +273.5% | -185.3% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling