+524.8%
ISRG vs MTSI
+1,308.1%
-783.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | -1.6% | +1.4% | -3.0% | -1.9% |
| 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% | -31.2% |
| YTD | -35.3% | +57.0% | -92.3% | -44.0% |
| 1Y | -19.3% | +103.9% | -123.2% | -34.7% |
| 3Y | +18.1% | +223.6% | -205.4% | -15.5% |
| 5Y | +2.6% | +321.6% | -318.9% | -31.4% |
| 10Y | +379.4% | +517.7% | -138.3% | +160.4% |
| All | +524.8% | +1,308.1% | -783.3% | +195.4% |
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