+23.9%
ISRG vs MSI
+118.7%
-94.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | +4.8% | +4.7% | +0.1% | +2.2% |
| 30D | +9.2% | +14.8% | -5.5% | +1.3% |
| 3M | +21.2% | +8.8% | +12.4% | +15.5% |
| 6M | +0.2% | +19.3% | -19.1% | -10.2% |
| YTD | -20.1% | +35.3% | -55.4% | -34.7% |
| 1Y | -17.3% | +33.8% | -51.1% | -32.0% |
| 3Y | +63.3% | +74.4% | -11.1% | +5.4% |
| All | +23.9% | +118.7% | -94.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling