+39.6%
ISRG vs MAGS
+188.2%
-148.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | 0.0% |
| 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% | -12.8% |
| 6M | -26.8% | +11.6% | -38.4% | -31.6% |
| YTD | -35.3% | +5.3% | -40.5% | -37.4% |
| 1Y | -19.3% | +14.9% | -34.2% | -26.1% |
| 3Y | +18.1% | +128.9% | -110.8% | -28.4% |
| All | +39.6% | +188.2% | -148.6% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling