-23.9%
ISRG vs MSTU
-85.2%
+61.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.7% |
| 7D | -1.6% | +21.3% | -22.9% | -3.0% |
| 30D | -2.3% | +90.8% | -93.1% | -6.8% |
| 3M | -12.4% | -6.8% | -5.7% | -13.9% |
| 6M | -26.8% | -39.8% | +13.0% | -27.1% |
| YTD | -35.3% | -55.7% | +20.4% | -35.7% |
| 1Y | -19.3% | -92.7% | +73.3% | -10.8% |
| All | -23.9% | -85.2% | +61.3% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling