-10.5%
ISRG vs MGY
+8.9%
-19.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.2% | +14.6% | +8.0% |
| 7D | +8.5% | -12.1% | +20.6% | +5.4% |
| 30D | +18.6% | -2.6% | +21.2% | +17.9% |
| 3M | +30.9% | -4.2% | +35.1% | +30.1% |
| 6M | +6.6% | -23.9% | +30.5% | +2.6% |
| YTD | -14.9% | +8.8% | -23.7% | -16.0% |
| 1Y | -10.5% | +9.5% | -20.0% | -11.6% |
| All | -10.5% | +8.9% | -19.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling