+1,340.4%
ISRG vs MSCI
+3,095.4%
-1,755.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.3% |
| 7D | +4.8% | +2.8% | +2.0% | +3.6% |
| 30D | +9.2% | +15.4% | -6.2% | +2.3% |
| 3M | +21.2% | +13.4% | +7.8% | +14.2% |
| 6M | +0.2% | +10.9% | -10.7% | -5.0% |
| YTD | -20.1% | +13.0% | -33.0% | -25.6% |
| 1Y | -17.3% | +12.0% | -29.4% | -22.8% |
| 3Y | +63.3% | +34.1% | +29.2% | +36.2% |
| 5Y | +24.1% | +3.9% | +20.2% | +15.2% |
| 10Y | +507.0% | +802.0% | -295.1% | +118.0% |
| All | +1,340.4% | +3,095.4% | -1,755.0% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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