+554.8%
MA vs ISRG
+524.5%
+30.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.3% |
| 7D | -0.3% | +5.4% | -5.8% | -2.9% |
| 30D | +11.3% | +8.6% | +2.7% | +6.8% |
| 3M | +16.7% | +21.6% | -4.9% | +5.7% |
| 6M | +32.8% | +2.3% | +30.4% | +28.6% |
| YTD | +15.6% | -18.7% | +34.3% | +24.7% |
| 1Y | +19.6% | -17.8% | +37.3% | +28.0% |
| 3Y | +72.1% | +69.1% | +3.0% | +17.9% |
| 5Y | +96.0% | +26.5% | +69.6% | +51.8% |
| 10Y | +554.8% | +536.3% | +18.5% | +132.1% |
| All | +554.8% | +524.5% | +30.2% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling