+374.7%
ISRG vs MO
+114.1%
+260.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | -10.2% | +5.8% | -15.9% | -11.6% |
| 3M | -12.5% | -4.5% | -8.0% | -11.7% |
| 6M | -25.8% | +5.7% | -31.5% | -27.5% |
| YTD | -36.4% | +23.1% | -59.5% | -40.7% |
| 1Y | -19.9% | +10.9% | -30.8% | -23.1% |
| 3Y | +20.9% | +96.1% | -75.3% | -5.4% |
| 5Y | +5.7% | +100.1% | -94.4% | -19.0% |
| All | +374.7% | +114.1% | +260.6% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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