+3.8%
ISRG vs MS
-2.5%
+6.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -1.9% |
| 7D | +4.4% | -3.4% | +7.8% | +4.9% |
| 30D | +15.8% | -3.9% | +19.7% | +16.6% |
| 3M | +24.9% | -15.9% | +40.8% | +26.8% |
| 6M | +3.8% | -2.5% | +6.3% | +0.9% |
| All | +3.8% | -2.5% | +6.3% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling