-10.5%
ISRG vs MP
-35.7%
+25.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -5.1% | +14.5% | +9.4% |
| 7D | +8.5% | -12.5% | +21.1% | +8.7% |
| 30D | +18.6% | -23.3% | +41.9% | +18.9% |
| 3M | +30.9% | -24.4% | +55.3% | +31.3% |
| 6M | +6.6% | -45.8% | +52.3% | +7.2% |
| YTD | -14.9% | -28.9% | +14.0% | -17.3% |
| 1Y | -10.5% | -34.6% | +24.1% | -12.8% |
| All | -10.5% | -35.7% | +25.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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