+22,229.9%
ISRG vs MAR
+3,102.9%
+19,127.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | +4.3% | +0.5% | +3.0% |
| 30D | +9.2% | +16.8% | -7.6% | +2.3% |
| 3M | +21.2% | +16.0% | +5.1% | +13.6% |
| 6M | +0.2% | +16.5% | -16.2% | -6.5% |
| YTD | -20.1% | +35.0% | -55.1% | -30.3% |
| 1Y | -17.3% | +49.4% | -66.7% | -31.0% |
| 3Y | +63.3% | +124.1% | -60.8% | +13.9% |
| 5Y | +24.1% | +159.2% | -135.1% | -19.8% |
| 10Y | +507.0% | +553.9% | -47.0% | +143.5% |
| All | +22,229.9% | +3,102.9% | +19,127.0% | +5,456.1% |
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