+539.2%
ISRG vs MTSI
+465.0%
+74.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +2.0% |
| 7D | -2.0% | +10.0% | -12.0% | -4.3% |
| 30D | +5.6% | -20.3% | +25.9% | +9.2% |
| 3M | +10.5% | -24.4% | +35.0% | +14.2% |
| 6M | +2.6% | -39.2% | +41.8% | +9.2% |
| YTD | -21.7% | +35.5% | -57.2% | -33.5% |
| 1Y | -21.6% | +43.0% | -64.6% | -34.5% |
| 3Y | +57.0% | +196.3% | -139.2% | +4.7% |
| 5Y | +25.0% | +210.0% | -185.1% | -19.4% |
| All | +539.2% | +465.0% | +74.1% | +205.4% |
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