+118.9%
MSI vs IONS
+17.1%
+101.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +4.7% | -9.4% | +14.1% | +5.5% |
| 30D | +14.8% | -10.7% | +25.5% | +15.7% |
| 3M | +8.8% | -27.7% | +36.5% | +11.5% |
| 6M | +19.3% | -48.7% | +68.0% | +25.3% |
| YTD | +35.3% | -50.2% | +85.5% | +42.3% |
| 1Y | +33.8% | -46.8% | +80.6% | +39.6% |
| 3Y | +74.4% | -14.8% | +89.3% | +69.2% |
| All | +118.9% | +17.1% | +101.8% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling