-87.5%
MSTU vs IONS
+35.0%
-122.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +12.9% | -8.7% | +21.6% | +17.1% |
| 30D | +68.3% | -1.6% | +70.0% | +67.8% |
| 3M | +0.4% | -24.9% | +25.3% | +9.7% |
| 6M | -41.5% | -25.7% | -15.8% | -35.7% |
| YTD | -61.7% | -29.2% | -32.5% | -56.8% |
| 1Y | -93.7% | -13.0% | -80.6% | -93.8% |
| All | -87.5% | +35.0% | -122.5% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling