+22,068.6%
ISRG vs MO
+5,700.4%
+16,368.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -6.8% | -0.8% | -6.0% | -6.5% |
| 30D | +5.1% | +8.0% | -2.9% | +2.5% |
| 3M | +12.0% | +20.9% | -8.9% | +5.2% |
| 6M | +7.0% | +16.3% | -9.3% | +1.3% |
| YTD | -20.6% | +40.7% | -61.3% | -30.0% |
| 1Y | -21.4% | +41.5% | -62.9% | -30.8% |
| 3Y | +62.0% | +141.5% | -79.5% | +16.3% |
| 5Y | +28.1% | +153.1% | -124.9% | -10.6% |
| 10Y | +550.7% | +149.3% | +401.4% | +334.3% |
| All | +22,068.6% | +5,700.4% | +16,368.2% | +9,079.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling