+826.3%
MTSI vs IONS
+369.7%
+456.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.4% | -15.0% | -17.6% |
| 7D | -24.6% | -12.6% | -12.0% | -22.3% |
| 30D | -45.7% | -11.8% | -33.9% | -44.2% |
| 3M | -27.7% | -28.4% | +0.7% | -22.7% |
| 6M | -37.3% | -48.4% | +11.1% | -29.1% |
| YTD | +11.1% | -51.0% | +62.1% | +26.8% |
| 1Y | +27.2% | -48.0% | +75.2% | +42.9% |
| 3Y | +153.7% | -17.8% | +171.4% | +149.2% |
| 5Y | +159.0% | +15.2% | +143.8% | +130.0% |
| 10Y | +405.6% | +43.0% | +362.6% | +325.0% |
| All | +826.3% | +369.7% | +456.5% | +653.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling