-23.2%
ISRG vs MSI
+36.2%
-59.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -6.1% | +2.6% | -8.7% | -6.4% |
| 30D | +4.2% | +18.1% | -13.9% | +2.5% |
| 3M | +9.6% | +13.2% | -3.6% | +8.2% |
| 6M | +1.9% | +36.3% | -34.4% | -0.4% |
| YTD | -22.3% | +39.5% | -61.8% | -24.1% |
| 1Y | -23.2% | +36.9% | -60.0% | -23.1% |
| All | -23.2% | +36.2% | -59.3% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling