+855.4%
MU vs ISRG
+62.8%
+792.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.5% | +6.4% |
| 7D | -22.0% | +4.8% | -26.8% | -23.6% |
| 30D | -36.6% | +9.2% | -45.8% | -39.0% |
| 3M | -21.7% | +21.2% | -42.9% | -28.3% |
| 6M | +3.5% | +0.2% | +3.3% | +1.5% |
| YTD | +141.9% | -20.1% | +162.0% | +175.4% |
| 1Y | +189.8% | -17.3% | +207.2% | +222.8% |
| 3Y | +855.4% | +63.3% | +792.1% | +702.3% |
| All | +855.4% | +62.8% | +792.6% | +702.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling