-10.5%
ISRG vs MRSH
+20.0%
-30.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +8.7% |
| 7D | +8.5% | +9.4% | -0.9% | +6.7% |
| 30D | +18.6% | +23.4% | -4.8% | +14.5% |
| 3M | +30.9% | +9.9% | +21.0% | +28.5% |
| 6M | +6.6% | +26.0% | -19.5% | +2.9% |
| YTD | -14.9% | +15.2% | -30.1% | -18.8% |
| 1Y | -10.5% | +18.4% | -28.9% | -13.8% |
| All | -10.5% | +20.0% | -30.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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