+356.0%
ISRG vs MUB
+17.9%
+338.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -5.2% | -0.3% | -4.9% | -4.8% |
| 30D | -7.6% | -1.5% | -6.0% | -5.5% |
| 3M | -16.4% | -1.9% | -14.4% | -13.9% |
| 6M | -28.6% | -1.7% | -26.9% | -26.7% |
| YTD | -38.2% | -0.8% | -37.4% | -37.4% |
| 1Y | -25.5% | +1.5% | -27.0% | -26.9% |
| 3Y | +17.4% | +8.8% | +8.6% | +3.8% |
| 5Y | -3.0% | +2.0% | -5.0% | -6.0% |
| 10Y | +356.0% | +18.0% | +338.0% | +380.3% |
| All | +356.0% | +17.9% | +338.1% | +380.3% |
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