+500.7%
ISRG vs MOS
+8.6%
+492.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +4.8% | +21.6% | -16.8% | +1.1% |
| 30D | +9.2% | +12.0% | -2.7% | +6.7% |
| 3M | +21.2% | -3.9% | +25.0% | +21.2% |
| 6M | +0.2% | -3.3% | +3.6% | -0.3% |
| YTD | -20.1% | -4.6% | -15.4% | -21.2% |
| 1Y | -17.3% | -7.0% | -10.4% | -18.3% |
| 3Y | +63.3% | -24.4% | +87.7% | +64.2% |
| 5Y | +24.1% | -32.1% | +56.2% | +23.2% |
| All | +500.7% | +8.6% | +492.0% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling