+63.3%
ISRG vs MOD
+129.2%
-65.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -3.8% |
| 7D | +4.8% | -25.5% | +30.4% | +6.8% |
| 30D | +9.2% | -49.0% | +58.2% | +15.2% |
| 3M | +21.2% | -49.8% | +71.0% | +27.6% |
| 6M | +0.2% | -64.8% | +65.0% | +8.5% |
| YTD | -20.1% | -27.6% | +7.6% | -22.8% |
| 1Y | -17.3% | -35.2% | +17.9% | -19.2% |
| 3Y | +63.3% | +137.1% | -73.8% | +8.6% |
| All | +63.3% | +129.2% | -65.9% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling