+22.1%
ISRG vs MOH
-36.3%
+58.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.4% |
| 7D | +0.7% | +1.7% | -1.0% | +0.7% |
| 30D | -8.0% | -0.9% | -7.1% | -8.0% |
| 3M | -10.6% | +5.7% | -16.3% | -10.6% |
| 6M | -25.1% | +39.1% | -64.2% | -25.0% |
| YTD | -34.8% | +17.7% | -52.5% | -34.8% |
| 1Y | -19.0% | +8.4% | -27.4% | -19.0% |
| 3Y | +22.1% | -36.6% | +58.7% | +18.1% |
| All | +22.1% | -36.3% | +58.4% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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