+3,957.3%
MSI vs IONS
+266.7%
+3,690.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +4.7% | -9.4% | +14.1% | +5.8% |
| 30D | +14.8% | -10.7% | +25.5% | +16.1% |
| 3M | +8.8% | -27.7% | +36.5% | +12.5% |
| 6M | +19.3% | -48.7% | +68.0% | +27.5% |
| YTD | +35.3% | -50.2% | +85.5% | +44.8% |
| 1Y | +33.8% | -46.8% | +80.6% | +41.9% |
| 3Y | +74.4% | -14.8% | +89.3% | +71.4% |
| 5Y | +120.5% | +17.0% | +103.5% | +105.2% |
| 10Y | +685.2% | +45.3% | +639.9% | +581.1% |
| All | +3,957.3% | +266.7% | +3,690.6% | +2,372.4% |
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