-10.5%
ISRG vs MOD
-33.0%
+22.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -21.4% | +30.8% | +8.4% |
| 7D | +8.5% | -31.3% | +39.9% | +7.3% |
| 30D | +18.6% | -46.1% | +64.7% | +17.2% |
| 3M | +30.9% | -51.1% | +82.0% | +29.2% |
| 6M | +6.6% | -62.1% | +68.6% | +4.9% |
| YTD | -14.9% | -26.2% | +11.3% | -18.4% |
| 1Y | -10.5% | -32.6% | +22.0% | -14.2% |
| All | -10.5% | -33.0% | +22.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling