+73.9%
ISRG vs MSFU
+76.3%
-2.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | +0.3% |
| 7D | -1.6% | -5.7% | +4.1% | -0.1% |
| 30D | -2.3% | +4.2% | -6.4% | -3.6% |
| 3M | -12.4% | +27.9% | -40.4% | -19.4% |
| 6M | -26.8% | +37.1% | -64.0% | -35.0% |
| YTD | -35.3% | -7.4% | -27.9% | -35.8% |
| 1Y | -19.3% | -19.6% | +0.3% | -16.9% |
| 3Y | +18.1% | +33.2% | -15.1% | -5.4% |
| All | +73.9% | +76.3% | -2.4% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling