-42.3%
MSTR vs ISRG
-11.6%
-30.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +1.4% |
| 7D | -1.8% | +8.5% | -10.3% | -4.9% |
| 30D | -13.3% | +18.6% | -31.9% | -19.0% |
| 3M | +46.0% | +30.9% | +15.1% | +30.7% |
| 6M | -22.4% | +6.6% | -29.0% | -24.2% |
| YTD | -6.2% | -14.9% | +8.7% | -10.4% |
| 1Y | -42.3% | -10.5% | -31.8% | -45.1% |
| All | -42.3% | -11.6% | -30.7% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling