-6.1%
ISRG vs MSTU
-89.5%
+83.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -1.9% | -3.3% |
| 7D | +4.8% | -4.3% | +9.1% | +5.0% |
| 30D | +9.2% | -34.6% | +43.8% | +11.3% |
| 3M | +21.2% | +39.0% | -17.9% | +16.4% |
| 6M | +0.2% | -70.5% | +70.7% | +3.8% |
| YTD | -20.1% | -68.6% | +48.6% | -19.9% |
| 1Y | -17.3% | -88.6% | +71.3% | -12.1% |
| All | -6.1% | -89.5% | +83.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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