+500.7%
ISRG vs MOD
+911.6%
-410.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.0% |
| 7D | +4.8% | -25.5% | +30.4% | +7.9% |
| 30D | +9.2% | -49.0% | +58.2% | +17.8% |
| 3M | +21.2% | -49.8% | +71.0% | +30.4% |
| 6M | +0.2% | -64.8% | +65.0% | +11.5% |
| YTD | -20.1% | -27.6% | +7.6% | -21.0% |
| 1Y | -17.3% | -35.2% | +17.9% | -17.4% |
| 3Y | +63.3% | +137.1% | -73.8% | +26.9% |
| 5Y | +24.1% | +760.3% | -736.2% | -24.0% |
| All | +500.7% | +911.6% | -410.9% | +259.3% |
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