+721.5%
ISRG vs MTSI
+1,120.6%
-399.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.0% | +10.4% | +9.6% |
| 7D | +8.5% | -10.7% | +19.2% | +10.8% |
| 30D | +18.6% | -29.0% | +47.6% | +25.7% |
| 3M | +30.9% | -14.7% | +45.6% | +31.9% |
| 6M | +6.6% | -20.1% | +26.7% | +6.6% |
| YTD | -14.9% | +36.1% | -51.0% | -25.4% |
| 1Y | -10.5% | +61.7% | -72.3% | -24.9% |
| 3Y | +73.1% | +210.7% | -137.6% | +22.7% |
| 5Y | +32.7% | +212.8% | -180.1% | -7.6% |
| 10Y | +546.2% | +519.2% | +27.0% | +249.4% |
| All | +721.5% | +1,120.6% | -399.1% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling