-26.8%
ISRG vs MSTZ
-63.6%
+36.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -0.7% |
| 7D | -1.6% | -29.7% | +28.1% | -2.5% |
| 30D | -2.3% | -65.3% | +63.0% | -6.2% |
| 3M | -12.4% | -57.3% | +44.9% | -13.5% |
| 6M | -26.8% | -61.6% | +34.8% | -29.0% |
| All | -26.8% | -63.6% | +36.8% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling