-23.2%
ISRG vs MTSI
+43.1%
-66.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.2% |
| 7D | -6.1% | +29.1% | -35.2% | -4.8% |
| 30D | +4.2% | -20.4% | +24.6% | +3.2% |
| 3M | +9.6% | -20.9% | +30.5% | +8.7% |
| 6M | +1.9% | -32.3% | +34.1% | +0.4% |
| YTD | -22.3% | +43.5% | -65.8% | -24.9% |
| 1Y | -23.2% | +43.8% | -67.0% | -26.3% |
| All | -23.2% | +43.1% | -66.3% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling