+374.7%
ISRG vs MTCH
+203.9%
+170.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -2.5% | -1.4% | -1.1% | -2.1% |
| 30D | -10.2% | +13.6% | -23.8% | -13.2% |
| 3M | -12.5% | +22.4% | -34.9% | -17.2% |
| 6M | -25.8% | +37.2% | -63.0% | -32.0% |
| YTD | -36.4% | +31.8% | -68.1% | -41.1% |
| 1Y | -19.9% | +12.9% | -32.8% | -23.0% |
| 3Y | +20.9% | -1.1% | +22.0% | +15.9% |
| 5Y | +5.7% | -73.5% | +79.2% | +36.8% |
| All | +374.7% | +203.9% | +170.8% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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