+234.3%
MSTR vs ISRG
+22,383.9%
-22,149.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.6% |
| 7D | -1.2% | +4.8% | -6.0% | -2.3% |
| 30D | -15.9% | +9.2% | -25.2% | -17.8% |
| 3M | +33.1% | +21.2% | +12.0% | +26.6% |
| 6M | -31.0% | +0.2% | -31.2% | -31.7% |
| YTD | -15.1% | -20.1% | +4.9% | -10.8% |
| 1Y | -45.6% | -17.3% | -28.3% | -43.4% |
| 3Y | +180.5% | +63.3% | +117.2% | +152.0% |
| 5Y | +61.7% | +24.1% | +37.6% | +56.8% |
| 10Y | +578.0% | +507.0% | +71.1% | +393.4% |
| All | +234.3% | +22,383.9% | -22,149.5% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling