+13,824.2%
MA vs ISRG
+2,904.4%
+10,919.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | +1.5% | -2.3% | +3.8% | +2.2% |
| 3M | +20.4% | -12.4% | +32.9% | +25.2% |
| 6M | +11.1% | -26.8% | +38.0% | +22.9% |
| YTD | +2.0% | -35.3% | +37.2% | +17.9% |
| 1Y | -2.2% | -19.3% | +17.2% | +3.2% |
| 3Y | +41.9% | +18.1% | +23.8% | +25.5% |
| 5Y | +75.4% | +2.6% | +72.7% | +58.9% |
| 10Y | +527.5% | +379.4% | +148.1% | +232.1% |
| All | +13,824.2% | +2,904.4% | +10,919.8% | +4,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling