+4,514.4%
MTZ vs IONS
+260.9%
+4,253.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.7% |
| 7D | -10.6% | -12.6% | +2.0% | -8.8% |
| 30D | -30.4% | -11.8% | -18.6% | -29.1% |
| 3M | -40.4% | -28.4% | -12.0% | -37.6% |
| 6M | -63.7% | -48.4% | -15.2% | -60.3% |
| YTD | -26.9% | -51.0% | +24.1% | -19.6% |
| 1Y | -20.2% | -48.0% | +27.9% | -13.0% |
| 3Y | +208.1% | -17.8% | +225.9% | +205.5% |
| 5Y | +69.4% | +15.2% | +54.2% | +56.1% |
| 10Y | +440.6% | +43.0% | +397.6% | +357.5% |
| All | +4,514.4% | +260.9% | +4,253.5% | +2,261.4% |
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