+320.4%
MTSI vs IONS
+47.7%
+272.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.4% |
| 30D | +2.1% | +7.2% | -5.1% | +0.4% |
| 3M | -29.7% | -22.7% | -7.0% | -27.2% |
| 6M | +12.5% | -26.9% | +39.4% | +18.1% |
| YTD | +57.0% | -26.6% | +83.6% | +64.3% |
| 1Y | +103.9% | -2.1% | +106.0% | +98.2% |
| 3Y | +223.6% | +43.4% | +180.1% | +168.3% |
| All | +320.4% | +47.7% | +272.6% | +223.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling