-17.3%
ISRG vs MOD
-37.3%
+20.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -3.1% |
| 7D | +4.8% | -25.5% | +30.4% | +3.7% |
| 30D | +9.2% | -49.0% | +58.2% | +7.8% |
| 3M | +21.2% | -49.8% | +71.0% | +19.5% |
| 6M | +0.2% | -64.8% | +65.0% | -1.2% |
| YTD | -20.1% | -27.6% | +7.6% | -23.3% |
| 1Y | -17.3% | -35.2% | +17.9% | -20.3% |
| All | -17.3% | -37.3% | +20.0% | -20.3% |
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 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