+536.3%
ISRG vs MAR
+540.7%
-4.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +8.6% | +14.0% | -5.4% | +2.8% |
| 3M | +21.6% | +18.1% | +3.5% | +13.3% |
| 6M | +2.3% | +18.6% | -16.3% | -5.2% |
| YTD | -18.7% | +35.3% | -53.9% | -29.1% |
| 1Y | -17.8% | +44.5% | -62.2% | -30.3% |
| 3Y | +69.1% | +120.7% | -51.6% | +19.0% |
| 5Y | +26.5% | +164.1% | -137.6% | -18.4% |
| 10Y | +536.3% | +515.5% | +20.8% | +232.4% |
| All | +536.3% | +540.7% | -4.5% | +232.4% |
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