-6.1%
ISRG vs MSTZ
-99.4%
+93.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.3% |
| 7D | +4.8% | -1.2% | +6.0% | +5.0% |
| 30D | +9.2% | +22.2% | -12.9% | +11.0% |
| 3M | +21.2% | -70.4% | +91.6% | +16.0% |
| 6M | +0.2% | -31.0% | +31.2% | +2.7% |
| YTD | -20.1% | -81.0% | +61.0% | -21.3% |
| 1Y | -17.3% | -61.2% | +43.8% | -14.2% |
| All | -6.1% | -99.4% | +93.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling