+92.3%
MA vs ISRG
+23.7%
+68.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.6% |
| 7D | +2.3% | +4.8% | -2.5% | +0.7% |
| 30D | +14.7% | +9.2% | +5.4% | +11.3% |
| 3M | +13.5% | +21.2% | -7.7% | +6.3% |
| 6M | +33.1% | +0.2% | +32.9% | +31.5% |
| YTD | +15.1% | -20.1% | +35.1% | +22.4% |
| 1Y | +18.7% | -17.3% | +36.1% | +24.7% |
| 3Y | +72.1% | +63.3% | +8.8% | +34.2% |
| All | +92.3% | +23.7% | +68.6% | +68.9% |
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