+17,983.8%
ISRG vs MSI
+443.5%
+17,540.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -1.6% | -3.7% | +2.1% | -0.4% |
| 30D | -2.3% | +6.8% | -9.1% | -4.6% |
| 3M | -12.4% | +14.3% | -26.7% | -16.4% |
| 6M | -26.8% | -1.6% | -25.3% | -27.0% |
| YTD | -35.3% | +22.8% | -58.0% | -40.2% |
| 1Y | -19.3% | -1.1% | -18.2% | -20.1% |
| 3Y | +18.1% | +70.5% | -52.3% | -2.7% |
| 5Y | +2.6% | +102.8% | -100.2% | -19.7% |
| 10Y | +379.4% | +597.4% | -218.0% | +159.6% |
| All | +17,983.8% | +443.5% | +17,540.3% | +8,752.1% |
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 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