-31.8%
MP vs IONS
-47.1%
+15.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.4% | +4.5% |
| 7D | -10.5% | -9.4% | -1.1% | -8.3% |
| 30D | -23.5% | -10.7% | -12.8% | -21.3% |
| 3M | -25.4% | -27.7% | +2.2% | -19.6% |
| 6M | -51.3% | -48.7% | -2.6% | -45.7% |
| YTD | -29.9% | -50.2% | +20.3% | -19.6% |
| 1Y | -31.8% | -46.8% | +15.0% | -18.9% |
| All | -31.8% | -47.1% | +15.3% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling