+370.1%
ISRG vs MAR
+419.7%
-49.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.5% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | -10.2% | -4.7% | -5.5% | -8.4% |
| 3M | -17.2% | -15.6% | -1.6% | -11.4% |
| 6M | -28.4% | +1.2% | -29.6% | -29.2% |
| YTD | -37.6% | +7.5% | -45.1% | -40.1% |
| 1Y | -24.4% | +26.6% | -51.1% | -32.4% |
| 3Y | +18.4% | +66.0% | -47.5% | -6.2% |
| 5Y | -1.0% | +154.1% | -155.1% | -34.6% |
| 10Y | +370.1% | +441.9% | -71.7% | +144.2% |
| All | +370.1% | +419.7% | -49.6% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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