-10.5%
ISRG vs MSTZ
-63.1%
+52.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -9.6% | +19.0% | +9.0% |
| 7D | +8.5% | +0.7% | +7.8% | +8.6% |
| 30D | +18.6% | +16.6% | +2.0% | +19.5% |
| 3M | +30.9% | -74.7% | +105.6% | +26.5% |
| 6M | +6.6% | -43.9% | +50.5% | +7.2% |
| YTD | -14.9% | -84.0% | +69.1% | -17.9% |
| 1Y | -10.5% | -65.1% | +54.6% | -13.2% |
| All | -10.5% | -63.1% | +52.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling