+77.1%
MSI vs IONS
-36.9%
+114.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | 0.0% |
| 7D | +3.2% | -26.3% | +29.5% | +3.9% |
| 30D | +17.6% | -31.9% | +49.5% | +18.6% |
| 3M | +14.5% | -48.0% | +62.5% | +16.7% |
| 6M | +34.3% | -62.6% | +96.8% | +38.4% |
| YTD | +39.7% | -63.3% | +103.0% | +44.0% |
| 1Y | +40.2% | -58.4% | +98.6% | +43.5% |
| 3Y | +77.1% | -38.2% | +115.4% | +71.2% |
| All | +77.1% | -36.9% | +114.0% | +71.2% |
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 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