+72.3%
ISRG vs MAGS
+180.2%
-107.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.9% |
| 7D | +4.8% | -1.4% | +6.2% | +5.7% |
| 30D | +9.2% | -8.4% | +17.6% | +14.6% |
| 3M | +21.2% | -1.5% | +22.7% | +21.8% |
| 6M | +0.2% | -1.4% | +1.6% | +0.4% |
| YTD | -20.1% | +2.4% | -22.4% | -21.7% |
| 1Y | -17.3% | +3.5% | -20.9% | -19.6% |
| 3Y | +63.3% | +125.3% | -62.0% | +0.1% |
| All | +72.3% | +180.2% | -107.9% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling