+445.3%
MP vs IONS
-1.4%
+446.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | -4.8% | +2.0% | -1.8% |
| 30D | +13.8% | +7.2% | +6.6% | +12.1% |
| 3M | -16.7% | -22.7% | +6.0% | -12.9% |
| 6M | -11.5% | -26.9% | +15.4% | -6.3% |
| YTD | +7.9% | -26.6% | +34.5% | +14.2% |
| 1Y | -15.0% | -2.1% | -12.9% | -16.2% |
| 3Y | +153.5% | +43.4% | +110.1% | +112.2% |
| 5Y | +58.7% | +47.0% | +11.7% | +27.3% |
| All | +445.3% | -1.4% | +446.7% | +400.0% |
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 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