+17,983.8%
ISRG vs MAR
+2,488.0%
+15,495.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -4.2% | +2.6% | +0.1% |
| 30D | -2.3% | -6.7% | +4.4% | +0.5% |
| 3M | -12.4% | -12.5% | 0.0% | -7.7% |
| 6M | -26.8% | +0.6% | -27.4% | -27.5% |
| YTD | -35.3% | +9.1% | -44.4% | -38.2% |
| 1Y | -19.3% | +26.2% | -45.5% | -27.8% |
| 3Y | +18.1% | +68.2% | -50.0% | -7.1% |
| 5Y | +2.6% | +163.9% | -161.3% | -34.2% |
| 10Y | +379.4% | +420.6% | -41.1% | +111.7% |
| All | +17,983.8% | +2,488.0% | +15,495.9% | +4,824.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling