+238.7%
ISRG vs MGY
+206.7%
+32.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -4.9% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -7.6% | +10.1% | -17.7% | -9.3% |
| 3M | -16.4% | -1.5% | -14.9% | -16.6% |
| 6M | -28.6% | -4.9% | -23.6% | -28.6% |
| YTD | -38.2% | +27.7% | -65.9% | -41.9% |
| 1Y | -25.5% | +20.1% | -45.6% | -29.2% |
| 3Y | +17.4% | +24.9% | -7.5% | +8.9% |
| 5Y | -3.0% | +91.6% | -94.5% | -19.4% |
| All | +238.7% | +206.7% | +32.0% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling