+63.3%
ISRG vs MTSI
+181.3%
-118.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.8% | -14.2% | -4.8% |
| 7D | +4.8% | -10.0% | +14.8% | +5.9% |
| 30D | +9.2% | -37.2% | +46.4% | +15.7% |
| 3M | +21.2% | -30.1% | +51.2% | +25.2% |
| 6M | +0.2% | -31.9% | +32.1% | +1.2% |
| YTD | -20.1% | +23.2% | -43.2% | -33.1% |
| 1Y | -17.3% | +26.4% | -43.7% | -31.7% |
| 3Y | +63.3% | +186.2% | -122.8% | -4.1% |
| All | +63.3% | +181.3% | -118.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling