+257.0%
ISRG vs MGY
+210.4%
+46.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +0.7% | +3.5% | -2.9% | 0.0% |
| 30D | -8.0% | +5.3% | -13.3% | -9.0% |
| 3M | -10.6% | +2.6% | -13.2% | -11.5% |
| 6M | -25.1% | -3.3% | -21.8% | -25.4% |
| YTD | -34.8% | +29.2% | -64.0% | -38.8% |
| 1Y | -19.0% | +18.0% | -37.0% | -22.7% |
| 3Y | +22.1% | +30.0% | -7.9% | +12.4% |
| 5Y | +8.2% | +92.7% | -84.5% | -10.2% |
| All | +257.0% | +210.4% | +46.7% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling