+885.0%
MSFT vs ISRG
+364.0%
+521.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.9% |
| 7D | -1.0% | -5.0% | +4.0% | +1.3% |
| 30D | -2.7% | -10.2% | +7.5% | +2.2% |
| 3M | +22.1% | -17.2% | +39.3% | +31.9% |
| 6M | +20.6% | -28.4% | +49.0% | +38.8% |
| YTD | +2.3% | -37.6% | +39.9% | +26.0% |
| 1Y | -0.5% | -24.4% | +23.9% | +10.0% |
| 3Y | +50.5% | +18.4% | +32.1% | +26.2% |
| 5Y | +72.3% | -1.0% | +73.3% | +53.1% |
| 10Y | +885.0% | +370.1% | +514.9% | +321.6% |
| All | +885.0% | +364.0% | +521.0% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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