-86.8%
MSTU vs IONS
+36.6%
-123.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.4% | -6.3% | -7.5% |
| 7D | +16.1% | -5.3% | +21.4% | +18.2% |
| 30D | +68.7% | +0.3% | +68.4% | +66.5% |
| 3M | -11.0% | -22.9% | +11.9% | -4.4% |
| 6M | -33.4% | -23.4% | -10.0% | -28.0% |
| YTD | -59.5% | -28.3% | -31.2% | -54.6% |
| 1Y | -93.4% | -7.0% | -86.3% | -93.8% |
| All | -86.8% | +36.6% | -123.4% | -90.1% |
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