+2.0%
ISRG vs MOD
+1,486.5%
-1,484.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.4% |
| 7D | -1.6% | +9.6% | -11.2% | -2.7% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | -12.4% | -35.4% | +22.9% | -8.3% |
| 6M | -26.8% | -7.3% | -19.6% | -27.9% |
| YTD | -35.3% | +45.8% | -81.1% | -41.0% |
| 1Y | -19.3% | +43.1% | -62.5% | -27.2% |
| 3Y | +18.1% | +297.7% | -279.5% | -16.2% |
| All | +2.0% | +1,486.5% | -1,484.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling