-20.1%
ISRG vs MSI
+36.7%
-56.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.4% |
| 7D | +5.4% | +8.3% | -2.9% | +4.5% |
| 30D | +8.6% | +18.9% | -10.2% | +6.8% |
| 3M | +21.6% | +13.2% | +8.4% | +20.0% |
| 6M | +2.3% | +38.3% | -35.9% | +0.2% |
| YTD | -18.7% | +38.9% | -57.6% | -20.6% |
| All | -20.1% | +36.7% | -56.8% | -19.8% |
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