+6,786.2%
MTZ vs IONS
+440.4%
+6,345.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | -4.8% | +3.3% | -0.9% |
| 30D | -11.1% | +7.2% | -18.3% | -12.1% |
| 3M | -36.7% | -22.7% | -14.0% | -34.7% |
| 6M | -21.9% | -26.9% | +4.9% | -18.9% |
| YTD | +9.1% | -26.6% | +35.7% | +13.3% |
| 1Y | +30.0% | -2.1% | +32.1% | +28.9% |
| 3Y | +138.5% | +43.4% | +95.0% | +117.5% |
| 5Y | +158.3% | +47.0% | +111.4% | +129.5% |
| 10Y | +700.8% | +97.2% | +603.6% | +545.2% |
| All | +6,786.2% | +440.4% | +6,345.8% | +3,226.8% |
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 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