+2.0%
ISRG vs MTSI
+320.9%
-318.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | -2.3% | +2.1% | -4.3% | -3.9% |
| 3M | -12.4% | -29.7% | +17.3% | -5.7% |
| 6M | -26.8% | +12.5% | -39.4% | -34.2% |
| YTD | -35.3% | +57.0% | -92.3% | -49.2% |
| 1Y | -19.3% | +103.9% | -123.2% | -43.8% |
| 3Y | +18.1% | +223.6% | -205.4% | -36.8% |
| All | +2.0% | +320.9% | -318.9% | -53.5% |
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