-1.0%
ISRG vs MTCH
-72.5%
+71.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | -10.2% | +12.8% | -23.0% | -13.3% |
| 3M | -17.2% | +20.0% | -37.2% | -21.5% |
| 6M | -28.4% | +34.7% | -63.2% | -34.4% |
| YTD | -37.6% | +30.6% | -68.2% | -42.4% |
| 1Y | -24.4% | +10.9% | -35.4% | -27.2% |
| 3Y | +18.4% | -2.0% | +20.5% | +14.1% |
| 5Y | -1.0% | -72.6% | +71.7% | +30.6% |
| All | -1.0% | -72.5% | +71.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling