+114.7%
ISRG vs MSFU
+93.3%
+21.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.9% |
| 7D | +4.8% | +2.5% | +2.4% | +4.0% |
| 30D | +9.2% | -1.3% | +10.5% | +9.3% |
| 3M | +21.2% | +8.6% | +12.5% | +17.7% |
| 6M | +0.2% | +48.4% | -48.2% | -12.5% |
| YTD | -20.1% | +1.6% | -21.6% | -23.0% |
| 1Y | -17.3% | -5.8% | -11.6% | -18.8% |
| 3Y | +63.3% | +30.9% | +32.4% | +32.7% |
| All | +114.7% | +93.3% | +21.4% | +47.7% |
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 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