+142.3%
MSTR vs ISRG
+57.5%
+84.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -14.2% | -6.8% | -7.4% | -9.8% |
| 30D | -19.9% | +5.1% | -25.0% | -22.8% |
| 3M | +27.3% | +12.0% | +15.3% | +16.7% |
| 6M | -37.6% | +7.0% | -44.6% | -42.4% |
| YTD | -19.5% | -20.6% | +1.1% | -5.1% |
| 1Y | -47.1% | -21.4% | -25.7% | -37.5% |
| All | +142.3% | +57.5% | +84.8% | +152.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling