+297.2%
MTZ vs IONS
-34.1%
+331.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -21.4% | +29.9% | +11.0% |
| 7D | -2.4% | -24.8% | +22.4% | +0.4% |
| 30D | -11.1% | -31.5% | +20.4% | -7.4% |
| 3M | -30.6% | -45.2% | +14.6% | -25.4% |
| 6M | -54.4% | -59.1% | +4.7% | -49.3% |
| YTD | -13.0% | -60.8% | +47.8% | -2.8% |
| 1Y | -5.7% | -57.9% | +52.2% | +4.2% |
| 3Y | +297.2% | -34.5% | +331.6% | +286.7% |
| All | +297.2% | -34.1% | +331.3% | +286.7% |
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 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