+17,168.2%
ISRG vs MRSH
+507.8%
+16,660.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.1% |
| 7D | -5.2% | -3.8% | -1.4% | -3.3% |
| 30D | -7.6% | -5.8% | -1.8% | -4.8% |
| 3M | -16.4% | +11.7% | -28.1% | -21.0% |
| 6M | -28.6% | -0.3% | -28.2% | -29.1% |
| YTD | -38.2% | -1.1% | -37.0% | -38.8% |
| 1Y | -25.5% | -9.5% | -16.0% | -23.2% |
| 3Y | +17.4% | -2.6% | +20.0% | +15.8% |
| 5Y | -3.0% | +22.7% | -25.7% | -14.1% |
| 10Y | +356.0% | +214.6% | +141.4% | +160.8% |
| All | +17,168.2% | +507.8% | +16,660.4% | +6,922.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling