+550.7%
ISRG vs MTSI
+539.0%
+11.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | -2.3% |
| 7D | -6.8% | +7.2% | -13.9% | -8.8% |
| 30D | +5.1% | -18.4% | +23.6% | +8.2% |
| 3M | +12.0% | -16.7% | +28.7% | +13.3% |
| 6M | +7.0% | -31.7% | +38.7% | +10.9% |
| YTD | -20.6% | +45.9% | -66.5% | -33.7% |
| 1Y | -21.4% | +47.0% | -68.4% | -34.6% |
| 3Y | +62.0% | +224.1% | -162.1% | +5.9% |
| 5Y | +28.1% | +238.5% | -210.4% | -18.9% |
| 10Y | +550.7% | +512.7% | +38.0% | +206.1% |
| All | +550.7% | +539.0% | +11.7% | +206.1% |
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