+21.8%
MSFU vs IONS
-40.7%
+62.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.1% |
| 7D | -4.9% | -29.6% | +24.7% | -2.4% |
| 30D | -9.1% | -35.6% | +26.5% | -5.7% |
| 3M | +8.7% | -51.7% | +60.4% | +15.5% |
| 6M | +48.3% | -64.0% | +112.3% | +61.7% |
| YTD | -1.6% | -65.5% | +63.9% | +7.4% |
| 1Y | -13.6% | -62.4% | +48.8% | -7.0% |
| All | +21.8% | -40.7% | +62.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling