+6.6%
ISRG vs MTSI
-18.6%
+25.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.4% | +9.3% |
| 7D | +8.5% | -10.7% | +19.2% | +7.4% |
| 30D | +18.6% | -29.0% | +47.6% | +15.2% |
| 3M | +30.9% | -14.7% | +45.6% | +29.4% |
| 6M | +6.6% | -20.1% | +26.7% | +3.1% |
| All | +6.6% | -18.6% | +25.2% | +3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling