+23,005.1%
ISRG vs MS
+364.1%
+22,641.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -1.0% |
| 7D | +4.4% | -3.4% | +7.8% | +5.6% |
| 30D | +15.8% | -3.9% | +19.7% | +17.1% |
| 3M | +24.9% | -15.9% | +40.8% | +31.4% |
| 6M | +3.8% | -2.5% | +6.3% | +3.9% |
| YTD | -17.3% | +5.1% | -22.4% | -19.3% |
| 1Y | -14.6% | +13.0% | -27.5% | -18.6% |
| 3Y | +68.2% | +160.7% | -92.5% | +22.7% |
| 5Y | +28.4% | +114.0% | -85.7% | -0.9% |
| 10Y | +528.0% | +637.5% | -109.4% | +227.7% |
| All | +23,005.1% | +364.1% | +22,641.0% | +8,873.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling