+957.9%
MU vs ISRG
+24.4%
+933.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.6% |
| 7D | +21.6% | -6.1% | +27.8% | +25.0% |
| 30D | -16.2% | +4.2% | -20.4% | -18.3% |
| 3M | -12.4% | +9.6% | -22.0% | -17.0% |
| 6M | +4.2% | +1.9% | +2.3% | -0.5% |
| YTD | +180.0% | -22.3% | +202.3% | +211.6% |
| 1Y | +226.4% | -23.2% | +249.6% | +265.6% |
| 3Y | +969.7% | +58.5% | +911.2% | +707.1% |
| 5Y | +957.9% | +23.9% | +934.0% | +726.7% |
| All | +957.9% | +24.4% | +933.6% | +726.7% |
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