+4,609.2%
MU vs ISRG
+537.7%
+4,071.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +12.0% |
| 7D | +2.0% | -6.8% | +8.8% | +6.4% |
| 30D | -18.0% | +5.1% | -23.1% | -20.9% |
| 3M | -6.6% | +12.0% | -18.6% | -13.9% |
| 6M | +2.0% | +7.0% | -5.0% | -7.2% |
| YTD | +184.5% | -20.6% | +205.1% | +211.3% |
| 1Y | +236.9% | -21.4% | +258.3% | +271.2% |
| 3Y | +987.0% | +62.0% | +925.0% | +640.4% |
| 5Y | +1,014.6% | +28.1% | +986.5% | +741.0% |
| 10Y | +4,609.2% | +550.7% | +4,058.5% | +1,041.2% |
| All | +4,609.2% | +537.7% | +4,071.5% | +1,041.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling