+130.6%
ISRG vs MP
+257.7%
-127.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.3% | -3.7% |
| 7D | +4.8% | -10.5% | +15.3% | +5.6% |
| 30D | +9.2% | -23.5% | +32.8% | +11.3% |
| 3M | +21.2% | -25.4% | +46.6% | +23.4% |
| 6M | +0.2% | -51.3% | +51.5% | +5.0% |
| YTD | -20.1% | -29.9% | +9.9% | -19.5% |
| 1Y | -17.3% | -31.8% | +14.5% | -16.8% |
| 3Y | +63.3% | +127.0% | -63.7% | +34.2% |
| 5Y | +24.1% | -3.3% | +27.3% | +11.8% |
| All | +130.6% | +257.7% | -127.0% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling