+5.7%
ISRG vs MOH
-23.8%
+29.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | +1.8% |
| 7D | -2.5% | -1.3% | -1.2% | -2.4% |
| 30D | -10.2% | +3.0% | -13.1% | -10.4% |
| 3M | -12.5% | +1.2% | -13.7% | -12.7% |
| 6M | -25.8% | +41.7% | -67.5% | -28.3% |
| YTD | -36.4% | +15.4% | -51.8% | -37.7% |
| 1Y | -19.9% | +11.8% | -31.7% | -21.9% |
| 3Y | +20.9% | -37.5% | +58.4% | +22.7% |
| 5Y | +5.7% | -20.6% | +26.3% | -3.3% |
| All | +5.7% | -23.8% | +29.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling