+110.4%
ISRG vs MSFU
+88.0%
+22.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -2.0% | -2.8% | +0.7% | -1.4% |
| 30D | +5.6% | -5.3% | +10.9% | +6.8% |
| 3M | +10.5% | +7.2% | +3.3% | +7.8% |
| 6M | +2.6% | +51.0% | -48.4% | -11.0% |
| YTD | -21.7% | -1.2% | -20.4% | -24.1% |
| 1Y | -21.6% | -10.3% | -11.2% | -21.8% |
| 3Y | +57.0% | +22.2% | +34.8% | +30.4% |
| All | +110.4% | +88.0% | +22.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 5y: compounded portfolio wealth divided by compounded MSFU 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…
5y analysis · Full analysis span regression · 6 months rolling