+398.0%
MTZ vs IONS
-32.1%
+430.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.4% |
| 7D | +5.0% | -26.3% | +31.3% | +9.8% |
| 30D | -6.0% | -31.9% | +25.9% | -0.3% |
| 3M | -36.1% | -48.0% | +11.9% | -29.0% |
| 6M | -56.9% | -62.6% | +5.7% | -49.4% |
| YTD | -15.9% | -63.3% | +47.4% | -1.2% |
| 1Y | -3.8% | -58.4% | +54.6% | +10.3% |
| 3Y | +272.3% | -38.2% | +310.5% | +279.6% |
| 5Y | +91.1% | -11.1% | +102.2% | +73.4% |
| All | +398.0% | -32.1% | +430.1% | +362.9% |
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