+28.4%
ISRG vs MTSI
+153.3%
-124.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.4% | +15.5% | +1.4% |
| 7D | +4.4% | -24.6% | +29.0% | +10.8% |
| 30D | +15.8% | -45.7% | +61.5% | +31.7% |
| 3M | +24.9% | -27.7% | +52.6% | +29.5% |
| 6M | +3.8% | -37.3% | +41.1% | +8.2% |
| YTD | -17.3% | +11.1% | -28.4% | -31.6% |
| 1Y | -14.6% | +27.2% | -41.8% | -33.6% |
| 3Y | +68.2% | +153.7% | -85.4% | -9.9% |
| 5Y | +28.4% | +159.0% | -130.6% | -36.5% |
| All | +28.4% | +153.3% | -124.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling