+550.7%
ISRG vs MS
+575.8%
-25.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -6.8% | -1.7% | -5.0% | -6.0% |
| 30D | +5.1% | +0.9% | +4.2% | +4.5% |
| 3M | +12.0% | -10.8% | +22.9% | +17.8% |
| 6M | +7.0% | +0.9% | +6.1% | +5.1% |
| YTD | -20.6% | +9.8% | -30.4% | -25.6% |
| 1Y | -21.4% | +17.1% | -38.5% | -28.7% |
| 3Y | +62.0% | +175.7% | -113.7% | -6.2% |
| 5Y | +28.1% | +125.9% | -97.7% | -19.3% |
| 10Y | +550.7% | +556.2% | -5.5% | +144.2% |
| All | +550.7% | +575.8% | -25.2% | +144.2% |
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