+120.4%
MSTR vs ISRG
+2.5%
+117.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.6% |
| 7D | +12.2% | -1.6% | +13.8% | +13.9% |
| 30D | +45.2% | -2.3% | +47.4% | +46.7% |
| 3M | +10.4% | -12.4% | +22.8% | +19.8% |
| 6M | -2.5% | -26.8% | +24.3% | +25.7% |
| YTD | -6.0% | -35.3% | +29.2% | +36.8% |
| 1Y | -56.4% | -19.3% | -37.1% | -51.8% |
| 3Y | +306.3% | +18.1% | +288.1% | +194.3% |
| All | +120.4% | +2.5% | +117.9% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling