  We discuss the recent paper on "excursion effect" by T. Qian et al. (2020).
We show that the methods presented have close relationships to others in the
literature, in particular to a series of papers by Robins, Hern\'{a}n and
collaborators on analyzing observational studies as a series of randomized
trials. There is also a close relationship to the history-restricted and the
history-adjusted marginal structural models (MSM). Important differences and
their methodological implications are clarified. We also demonstrate that the
excursion effect can depend on the design and discuss its suitability for
modifying the treatment protocol.
