+267.3%
MP vs IONS
-51.9%
+319.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.3% | -29.4% | +31.7% | +9.3% |
| 30D | -15.3% | -35.1% | +19.8% | -7.7% |
| 3M | -33.5% | -48.9% | +15.4% | -23.6% |
| 6M | -45.5% | -62.4% | +16.9% | -33.9% |
| YTD | -27.3% | -64.2% | +36.9% | -10.7% |
| 1Y | -40.7% | -60.9% | +20.2% | -28.6% |
| 3Y | +145.9% | -38.9% | +184.7% | +152.4% |
| 5Y | -13.9% | -15.6% | +1.7% | -24.4% |
| All | +267.3% | -51.9% | +319.2% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling