+21,593.2%
ISRG vs MTCH
+597.0%
+20,996.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | +6.7% | -12.8% | -7.7% |
| 30D | +4.2% | -1.4% | +5.6% | +4.4% |
| 3M | +9.6% | +14.8% | -5.2% | +5.2% |
| 6M | +1.9% | +19.4% | -17.5% | -3.4% |
| YTD | -22.3% | +32.3% | -54.7% | -28.5% |
| 1Y | -23.2% | +29.5% | -52.7% | -28.9% |
| 3Y | +58.5% | +47.2% | +11.3% | +36.8% |
| 5Y | +23.9% | -70.2% | +94.2% | +56.7% |
| 10Y | +536.7% | +156.0% | +380.8% | +310.7% |
| All | +21,593.2% | +597.0% | +20,996.2% | +8,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling