+536.3%
ISRG vs MOD
+1,005.7%
-469.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.2% | +0.5% |
| 7D | +5.4% | -13.9% | +19.4% | +6.6% |
| 30D | +8.6% | -41.5% | +50.2% | +15.2% |
| 3M | +21.6% | -45.7% | +67.3% | +29.6% |
| 6M | +2.3% | -61.1% | +63.5% | +12.5% |
| YTD | -18.7% | -20.5% | +1.8% | -20.6% |
| 1Y | -17.8% | -32.1% | +14.4% | -18.2% |
| 3Y | +69.1% | +146.5% | -77.4% | +30.7% |
| 5Y | +26.5% | +812.7% | -786.3% | -23.3% |
| 10Y | +536.3% | +966.8% | -430.6% | +268.6% |
| All | +536.3% | +1,005.7% | -469.5% | +268.6% |
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