+270.3%
MSTR vs ISRG
+18,108.6%
-17,838.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | +12.2% | -1.6% | +13.8% | +12.6% |
| 30D | +45.2% | -2.3% | +47.4% | +45.7% |
| 3M | +10.4% | -12.4% | +22.8% | +13.3% |
| 6M | -2.5% | -26.8% | +24.3% | +4.7% |
| YTD | -6.0% | -35.3% | +29.2% | +4.2% |
| 1Y | -56.4% | -19.3% | -37.1% | -54.6% |
| 3Y | +306.3% | +18.1% | +288.1% | +294.9% |
| 5Y | +100.5% | +2.6% | +97.8% | +104.3% |
| 10Y | +741.1% | +379.4% | +361.7% | +547.8% |
| All | +270.3% | +18,108.6% | -17,838.2% | +58.0% |
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