-21.6%
ISRG vs MOS
-11.3%
-10.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -2.0% | -2.0% | -0.1% | -2.0% |
| 30D | +5.6% | +15.3% | -9.8% | +4.8% |
| 3M | +10.5% | +1.5% | +9.1% | +9.0% |
| 6M | +2.6% | -2.0% | +4.6% | +1.2% |
| YTD | -21.7% | -6.5% | -15.2% | -21.2% |
| 1Y | -21.6% | -11.1% | -10.5% | -21.9% |
| All | -21.6% | -11.3% | -10.2% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling