+481.0%
MSTR vs ISRG
+542.9%
-61.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -3.0% |
| 7D | -13.4% | -2.0% | -11.4% | -12.2% |
| 30D | -22.1% | +5.6% | -27.6% | -25.0% |
| 3M | +15.0% | +10.5% | +4.4% | +6.7% |
| 6M | -37.3% | +2.6% | -39.9% | -40.2% |
| YTD | -26.5% | -21.7% | -4.9% | -15.5% |
| 1Y | -46.5% | -21.6% | -24.9% | -38.9% |
| 3Y | +121.1% | +57.0% | +64.0% | +60.4% |
| 5Y | +37.5% | +25.0% | +12.5% | +9.4% |
| All | +481.0% | +542.9% | -61.9% | +205.1% |
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 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