+49.9%
MSTR vs ISRG
+23.7%
+26.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +2.8% |
| 7D | -1.2% | +4.8% | -6.0% | -5.5% |
| 30D | -15.9% | +9.2% | -25.2% | -22.9% |
| 3M | +33.1% | +21.2% | +12.0% | +9.6% |
| 6M | -31.0% | +0.2% | -31.2% | -34.7% |
| YTD | -15.1% | -20.1% | +4.9% | +1.3% |
| 1Y | -45.6% | -17.3% | -28.3% | -38.0% |
| 3Y | +180.5% | +63.3% | +117.2% | +46.0% |
| All | +49.9% | +23.7% | +26.2% | -14.8% |
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 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