+500.7%
ISRG vs MS
+616.2%
-115.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.1% |
| 7D | +4.8% | -1.6% | +6.4% | +5.7% |
| 30D | +9.2% | -3.8% | +13.0% | +11.1% |
| 3M | +21.2% | -14.6% | +35.8% | +29.9% |
| 6M | +0.2% | -5.1% | +5.3% | +1.4% |
| YTD | -20.1% | +4.5% | -24.6% | -23.2% |
| 1Y | -17.3% | +13.5% | -30.9% | -23.8% |
| 3Y | +63.3% | +160.4% | -97.1% | -1.8% |
| 5Y | +24.1% | +112.9% | -88.8% | -18.9% |
| All | +500.7% | +616.2% | -115.5% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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