+15,614.6%
MA vs ISRG
+3,609.8%
+12,004.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.7% |
| 7D | +2.3% | +4.8% | -2.5% | +0.4% |
| 30D | +14.7% | +9.2% | +5.4% | +10.8% |
| 3M | +13.5% | +21.2% | -7.7% | +5.2% |
| 6M | +33.1% | +0.2% | +32.9% | +30.9% |
| YTD | +15.1% | -20.1% | +35.1% | +22.7% |
| 1Y | +18.7% | -17.3% | +36.1% | +24.8% |
| 3Y | +72.1% | +63.3% | +8.8% | +34.8% |
| 5Y | +92.8% | +24.1% | +68.7% | +62.6% |
| 10Y | +571.6% | +507.0% | +64.7% | +225.5% |
| All | +15,614.6% | +3,609.8% | +12,004.8% | +4,173.0% |
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