+536.3%
ISRG vs MSI
+689.5%
-153.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.2% |
| 7D | +5.4% | +8.3% | -2.9% | +0.6% |
| 30D | +8.6% | +18.9% | -10.2% | -1.6% |
| 3M | +21.6% | +13.2% | +8.4% | +13.0% |
| 6M | +2.3% | +38.3% | -35.9% | -15.9% |
| YTD | -18.7% | +38.9% | -57.6% | -34.6% |
| 1Y | -17.8% | +36.7% | -54.4% | -33.2% |
| 3Y | +69.1% | +76.6% | -7.5% | +14.0% |
| 5Y | +26.5% | +124.5% | -98.0% | -27.8% |
| 10Y | +536.3% | +674.5% | -138.2% | +100.7% |
| All | +536.3% | +689.5% | -153.2% | +100.7% |
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