+386.2%
ISRG vs MRSH
+218.8%
+167.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | +0.7% | -4.8% | +5.4% | +4.0% |
| 30D | -8.0% | -6.3% | -1.7% | -3.9% |
| 3M | -10.6% | +5.8% | -16.4% | -14.4% |
| 6M | -25.1% | +2.8% | -27.9% | -27.6% |
| YTD | -34.8% | -3.1% | -31.7% | -35.0% |
| 1Y | -19.0% | -11.3% | -7.8% | -14.4% |
| 3Y | +22.1% | -5.0% | +27.1% | +20.0% |
| 5Y | +8.2% | +19.2% | -11.0% | -10.9% |
| All | +386.2% | +218.8% | +167.3% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling