-19.3%
ISRG vs MAGS
+15.9%
-35.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.9% |
| 30D | -2.3% | +1.5% | -3.8% | -3.1% |
| 3M | -12.4% | +0.5% | -12.9% | -12.7% |
| 6M | -26.8% | +11.6% | -38.4% | -31.1% |
| YTD | -35.3% | +5.3% | -40.5% | -37.3% |
| 1Y | -19.3% | +14.9% | -34.2% | -20.9% |
| All | -19.3% | +15.9% | -35.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling