+533.8%
ISRG vs MAR
+531.5%
+2.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.7% |
| 7D | -6.1% | +1.8% | -7.9% | -6.8% |
| 30D | +4.2% | +14.3% | -10.1% | -1.5% |
| 3M | +9.6% | +20.0% | -10.4% | +1.5% |
| 6M | +1.9% | +21.7% | -19.9% | -6.7% |
| YTD | -22.3% | +37.7% | -60.0% | -32.8% |
| 1Y | -23.2% | +46.8% | -70.0% | -35.3% |
| 3Y | +58.5% | +121.0% | -62.5% | +11.4% |
| 5Y | +23.9% | +183.1% | -159.1% | -22.2% |
| All | +533.8% | +531.5% | +2.4% | +244.6% |
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