-99.2%
MSTZ vs IONS
-32.1%
-67.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -9.1% | +16.7% | +3.6% |
| 7D | +21.1% | -30.3% | +51.4% | +5.1% |
| 30D | +40.1% | -37.7% | +77.8% | +16.1% |
| 3M | -66.1% | -50.5% | -15.6% | -74.9% |
| 6M | -20.7% | -62.8% | +42.0% | -48.6% |
| YTD | -78.6% | -64.4% | -14.2% | -86.1% |
| 1Y | -55.5% | -59.5% | +4.0% | -68.4% |
| All | -99.2% | -32.1% | -67.2% | -99.1% |
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 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