+88.5%
MA vs ISRG
+24.8%
+63.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +1.3% | -2.0% | +3.3% | +1.9% |
| 30D | +9.6% | +5.6% | +4.1% | +7.6% |
| 3M | +16.8% | +10.5% | +6.2% | +12.7% |
| 6M | +35.2% | +2.6% | +32.6% | +32.6% |
| YTD | +16.6% | -21.7% | +38.2% | +24.8% |
| 1Y | +19.8% | -21.6% | +41.3% | +28.1% |
| 3Y | +70.7% | +57.0% | +13.7% | +34.9% |
| All | +88.5% | +24.8% | +63.7% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling