+17,983.8%
ISRG vs MAS
+710.1%
+17,273.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -2.3% | -5.6% | +3.3% | -0.3% |
| 3M | -12.4% | +4.4% | -16.9% | -14.3% |
| 6M | -26.8% | +7.2% | -34.0% | -29.3% |
| YTD | -35.3% | +16.1% | -51.4% | -39.6% |
| 1Y | -19.3% | +0.1% | -19.4% | -20.7% |
| 3Y | +18.1% | +28.3% | -10.2% | +3.5% |
| 5Y | +2.6% | +30.5% | -27.8% | -11.7% |
| 10Y | +379.4% | +139.1% | +240.3% | +223.0% |
| All | +17,983.8% | +710.1% | +17,273.7% | +6,937.1% |
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