+30.9%
MSFU vs IONS
-16.4%
+47.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | +2.5% | -9.4% | +11.9% | +3.6% |
| 30D | -1.3% | -10.7% | +9.4% | -0.1% |
| 3M | +8.6% | -27.7% | +36.3% | +11.8% |
| 6M | +48.4% | -48.7% | +97.1% | +57.5% |
| YTD | +1.6% | -50.2% | +51.7% | +7.7% |
| 1Y | -5.8% | -46.8% | +41.0% | -1.2% |
| 3Y | +30.9% | -14.8% | +45.8% | +16.6% |
| All | +30.9% | -16.4% | +47.3% | +16.6% |
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