+533.8%
ISRG vs MSI
+663.2%
-129.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -6.1% | +2.6% | -8.7% | -7.5% |
| 30D | +4.2% | +18.1% | -13.9% | -5.3% |
| 3M | +9.6% | +13.2% | -3.6% | +1.9% |
| 6M | +1.9% | +36.3% | -34.4% | -15.5% |
| YTD | -22.3% | +39.5% | -61.8% | -37.7% |
| 1Y | -23.2% | +36.9% | -60.0% | -37.7% |
| 3Y | +58.5% | +76.1% | -17.6% | +7.0% |
| 5Y | +23.9% | +123.7% | -99.8% | -29.1% |
| All | +533.8% | +663.2% | -129.3% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling