+502.4%
MTSI vs IONS
-36.2%
+538.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.7% |
| 7D | +29.1% | -29.6% | +58.7% | +39.6% |
| 30D | -20.4% | -35.6% | +15.2% | -11.7% |
| 3M | -20.9% | -51.7% | +30.8% | -5.5% |
| 6M | -32.3% | -64.0% | +31.7% | -14.0% |
| YTD | +43.5% | -65.5% | +109.0% | +83.9% |
| 1Y | +43.8% | -62.4% | +106.2% | +79.6% |
| 3Y | +218.8% | -41.1% | +259.8% | +229.9% |
| 5Y | +228.3% | -16.5% | +244.8% | +188.6% |
| All | +502.4% | -36.2% | +538.5% | +475.4% |
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