+2,396.1%
MUU vs ISRG
-24.1%
+2,420.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -3.0% |
| 7D | -8.2% | +0.7% | -8.9% | -8.9% |
| 30D | +10.2% | -8.0% | +18.2% | +16.8% |
| 3M | -26.5% | -10.6% | -15.9% | -24.6% |
| 6M | +227.2% | -25.1% | +252.3% | +307.0% |
| YTD | +527.4% | -34.8% | +562.2% | +864.9% |
| 1Y | +1,843.7% | -19.0% | +1,862.7% | +1,967.6% |
| All | +2,396.1% | -24.1% | +2,420.2% | +3,712.3% |
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 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