+76.3%
MSFU vs IONS
+38.7%
+37.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.7% | -4.8% | -0.8% | -5.2% |
| 30D | +4.2% | +7.2% | -3.0% | +3.1% |
| 3M | +27.9% | -22.7% | +50.6% | +31.0% |
| 6M | +37.1% | -26.9% | +64.0% | +41.4% |
| YTD | -7.4% | -26.6% | +19.2% | -4.9% |
| 1Y | -19.6% | -2.1% | -17.5% | -21.7% |
| 3Y | +33.2% | +43.4% | -10.2% | +10.7% |
| All | +76.3% | +38.7% | +37.6% | +46.8% |
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