+536.3%
ISRG vs MTSI
+512.4%
+23.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | -0.2% |
| 7D | +5.4% | +3.5% | +1.9% | +3.9% |
| 30D | +8.6% | -30.3% | +38.9% | +15.8% |
| 3M | +21.6% | -26.0% | +47.6% | +26.3% |
| 6M | +2.3% | -36.1% | +38.4% | +7.7% |
| YTD | -18.7% | +34.3% | -53.0% | -30.7% |
| 1Y | -17.8% | +35.3% | -53.0% | -30.3% |
| 3Y | +69.1% | +217.6% | -148.6% | +11.0% |
| 5Y | +26.5% | +210.1% | -183.6% | -18.3% |
| 10Y | +536.3% | +471.4% | +64.8% | +198.8% |
| All | +536.3% | +512.4% | +23.9% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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