+23,674.8%
ISRG vs MAS
+867.5%
+22,807.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.7% | +7.3% |
| 7D | +8.5% | +14.2% | -5.6% | +3.3% |
| 30D | +18.6% | +26.8% | -8.2% | +8.5% |
| 3M | +30.9% | +13.1% | +17.8% | +24.7% |
| 6M | +6.6% | +27.9% | -21.4% | -3.5% |
| YTD | -14.9% | +38.7% | -53.5% | -25.8% |
| 1Y | -10.5% | +40.4% | -50.9% | -22.5% |
| 3Y | +73.1% | +66.1% | +7.0% | +37.8% |
| 5Y | +32.7% | +47.4% | -14.7% | +9.1% |
| 10Y | +546.2% | +238.3% | +307.9% | +285.2% |
| All | +23,674.8% | +867.5% | +22,807.3% | +8,546.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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