-24.4%
ISRG vs MAGS
+14.5%
-38.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -5.0% | +0.8% | -5.8% | -5.4% |
| 30D | -10.2% | +0.4% | -10.6% | -10.4% |
| 3M | -17.2% | +5.6% | -22.8% | -19.4% |
| 6M | -28.4% | +12.3% | -40.7% | -32.8% |
| YTD | -37.6% | +5.1% | -42.7% | -39.6% |
| 1Y | -24.4% | +14.0% | -38.4% | -26.8% |
| All | -24.4% | +14.5% | -38.9% | -26.8% |
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