+33.3%
ISRG vs MAGS
+186.6%
-153.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.2% |
| 7D | -5.2% | +1.2% | -6.4% | -5.9% |
| 30D | -7.6% | -0.1% | -7.5% | -7.5% |
| 3M | -16.4% | +3.8% | -20.2% | -18.2% |
| 6M | -28.6% | +13.2% | -41.8% | -33.8% |
| YTD | -38.2% | +4.7% | -42.9% | -40.0% |
| 1Y | -25.5% | +14.4% | -39.9% | -31.6% |
| 3Y | +17.4% | +128.6% | -111.1% | -28.8% |
| All | +33.3% | +186.6% | -153.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling