-3.9%
MSFU vs IONS
-55.7%
+51.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -21.4% | +26.8% | +4.5% |
| 7D | +14.6% | -24.8% | +39.4% | +13.5% |
| 30D | +2.1% | -31.5% | +33.6% | +1.1% |
| 3M | +14.7% | -45.2% | +59.9% | +11.6% |
| 6M | +55.7% | -59.1% | +114.7% | +51.2% |
| YTD | +7.1% | -60.8% | +67.9% | +0.9% |
| All | -3.9% | -55.7% | +51.8% | -12.2% |
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