+3,581.4%
MSI vs IONS
+440.4%
+3,141.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.7% | -4.8% | +1.2% | -3.2% |
| 30D | +6.8% | +7.2% | -0.4% | +5.9% |
| 3M | +14.3% | -22.7% | +37.0% | +17.0% |
| 6M | -1.6% | -26.9% | +25.3% | +1.2% |
| YTD | +22.8% | -26.6% | +49.4% | +26.1% |
| 1Y | -1.1% | -2.1% | +1.0% | -2.0% |
| 3Y | +70.5% | +43.4% | +27.0% | +57.9% |
| 5Y | +102.8% | +47.0% | +55.8% | +84.0% |
| 10Y | +597.4% | +97.2% | +500.2% | +484.3% |
| All | +3,581.4% | +440.4% | +3,141.0% | +2,052.6% |
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 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