+525.5%
ISRG vs MUB
+21.1%
+504.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +4.8% | +0.7% | +4.1% | +3.8% |
| 30D | +9.2% | +4.4% | +4.9% | +3.1% |
| 3M | +21.2% | -0.2% | +21.3% | +21.5% |
| 6M | +0.2% | -0.6% | +0.8% | +1.2% |
| YTD | -20.1% | +0.3% | -20.4% | -20.3% |
| 1Y | -17.3% | +0.8% | -18.1% | -18.1% |
| 3Y | +63.3% | +12.0% | +51.3% | +38.6% |
| 5Y | +24.1% | +3.4% | +20.6% | +17.9% |
| All | +525.5% | +21.1% | +504.4% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling