+19.2%
ISRG vs MTSI
+224.7%
-205.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -2.3% | +2.1% | -4.3% | -3.4% |
| 3M | -12.4% | -29.7% | +17.3% | -7.6% |
| 6M | -26.8% | +12.5% | -39.4% | -32.8% |
| YTD | -35.3% | +57.0% | -92.3% | -46.9% |
| 1Y | -19.3% | +103.9% | -123.2% | -40.3% |
| All | +19.2% | +224.7% | -205.5% | -31.5% |
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