+3.5%
ISRG vs MGY
+85.8%
-82.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.7% |
| 7D | -5.0% | +1.5% | -6.5% | -5.3% |
| 30D | -10.2% | +6.8% | -17.0% | -11.3% |
| 3M | -17.2% | +2.6% | -19.8% | -17.9% |
| 6M | -28.4% | -3.1% | -25.3% | -28.7% |
| YTD | -37.6% | +29.4% | -67.0% | -41.6% |
| 1Y | -24.4% | +22.3% | -46.8% | -28.6% |
| 3Y | +18.4% | +26.6% | -8.1% | +8.9% |
| All | +3.5% | +85.8% | -82.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling