+22,229.9%
ISRG vs MSI
+499.0%
+21,730.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | +4.8% | +4.7% | +0.1% | +3.2% |
| 30D | +9.2% | +14.8% | -5.5% | +4.3% |
| 3M | +21.2% | +8.8% | +12.4% | +17.7% |
| 6M | +0.2% | +19.3% | -19.1% | -6.1% |
| YTD | -20.1% | +35.3% | -55.4% | -28.5% |
| 1Y | -17.3% | +33.8% | -51.1% | -25.8% |
| 3Y | +63.3% | +74.4% | -11.1% | +33.6% |
| 5Y | +24.1% | +120.5% | -96.4% | -5.7% |
| 10Y | +507.0% | +685.2% | -178.2% | +216.5% |
| All | +22,229.9% | +499.0% | +21,730.8% | +10,479.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling