+28.4%
ISRG vs MOS
-31.6%
+59.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.3% |
| 7D | +4.4% | +22.5% | -18.1% | +1.2% |
| 30D | +15.8% | +6.6% | +9.1% | +14.3% |
| 3M | +24.9% | -3.8% | +28.7% | +24.7% |
| 6M | +3.8% | -2.2% | +6.0% | +3.0% |
| YTD | -17.3% | -4.8% | -12.5% | -18.4% |
| 1Y | -14.6% | -11.7% | -2.9% | -14.8% |
| 3Y | +68.2% | -26.5% | +94.7% | +69.4% |
| 5Y | +28.4% | -32.2% | +60.6% | +15.0% |
| All | +28.4% | -31.6% | +59.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling