+67.4%
ISRG vs MAGS
+185.8%
-118.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.1% | +3.0% | -9.1% | -7.7% |
| 30D | +4.2% | -7.3% | +11.5% | +8.6% |
| 3M | +9.6% | +1.7% | +7.9% | +8.2% |
| 6M | +1.9% | -0.4% | +2.2% | +1.5% |
| YTD | -22.3% | +4.4% | -26.7% | -24.8% |
| 1Y | -23.2% | +5.1% | -28.2% | -25.9% |
| 3Y | +58.5% | +122.6% | -64.1% | -2.3% |
| All | +67.4% | +185.8% | -118.4% | -3.6% |
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