+20,884.6%
ISRG vs MOH
+1,286.6%
+19,597.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -5.0% | -4.2% | -0.8% | -4.2% |
| 30D | -10.2% | -2.4% | -7.8% | -9.8% |
| 3M | -17.2% | -4.4% | -12.8% | -16.8% |
| 6M | -28.4% | +32.9% | -61.4% | -33.2% |
| YTD | -37.6% | +11.9% | -49.5% | -40.7% |
| 1Y | -24.4% | +6.9% | -31.4% | -28.2% |
| 3Y | +18.4% | -39.4% | +57.9% | +21.4% |
| 5Y | -1.0% | -25.0% | +24.0% | -4.1% |
| 10Y | +370.1% | +244.9% | +125.3% | +211.0% |
| All | +20,884.6% | +1,286.6% | +19,597.9% | +8,668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling