+231.9%
MTSI vs IONS
+43.7%
+188.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.2% |
| 30D | +2.1% | +7.2% | -5.1% | +0.7% |
| 3M | -29.7% | -22.7% | -7.0% | -28.0% |
| 6M | +12.5% | -26.9% | +39.4% | +16.5% |
| YTD | +57.0% | -26.6% | +83.6% | +62.2% |
| 1Y | +103.9% | -2.1% | +106.0% | +97.9% |
| All | +231.9% | +43.7% | +188.2% | +187.0% |
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