-30.2%
MSTZ vs IONS
-2.1%
-28.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -29.7% | -4.8% | -24.9% | -30.1% |
| 30D | -65.3% | +7.2% | -72.5% | -64.6% |
| 3M | -57.3% | -22.7% | -34.7% | -58.2% |
| 6M | -61.6% | -26.9% | -34.8% | -62.8% |
| YTD | -78.3% | -26.6% | -51.7% | -78.3% |
| 1Y | -30.2% | -2.1% | -28.1% | -10.1% |
| All | -30.2% | -2.1% | -28.1% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling