+521.5%
ISRG vs MOD
+857.0%
-335.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -1.9% |
| 7D | +4.4% | -34.2% | +38.6% | +9.2% |
| 30D | +15.8% | -51.9% | +67.6% | +25.8% |
| 3M | +24.9% | -53.0% | +77.9% | +35.5% |
| 6M | +3.8% | -66.4% | +70.1% | +16.1% |
| YTD | -17.3% | -31.5% | +14.3% | -17.7% |
| 1Y | -14.6% | -39.6% | +25.0% | -13.9% |
| 3Y | +68.2% | +116.8% | -48.6% | +32.3% |
| 5Y | +28.4% | +713.8% | -685.4% | -20.8% |
| All | +521.5% | +857.0% | -335.4% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling