+1,208.8%
MTSI vs IONS
+603.3%
+605.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.0% |
| 6M | +12.5% | -26.9% | +39.4% | +18.3% |
| YTD | +57.0% | -26.6% | +83.6% | +64.7% |
| 1Y | +103.9% | -2.1% | +106.0% | +100.2% |
| 3Y | +223.6% | +43.4% | +180.1% | +181.2% |
| 5Y | +321.6% | +47.0% | +274.6% | +254.5% |
| 10Y | +517.7% | +97.2% | +420.5% | +381.6% |
| All | +1,208.8% | +603.3% | +605.5% | +878.7% |
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