+433.8%
MAR vs NVS
+179.5%
+254.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -14.3% | +13.7% | +4.9% |
| 30D | -5.4% | -10.0% | +4.5% | -2.3% |
| 3M | -15.5% | -10.9% | -4.6% | -12.6% |
| 6M | +3.0% | -12.0% | +14.9% | +7.0% |
| YTD | +8.5% | +2.5% | +6.0% | +6.1% |
| 1Y | +26.0% | +10.7% | +15.3% | +19.4% |
| 3Y | +68.6% | +53.3% | +15.3% | +37.4% |
| 5Y | +157.4% | +93.6% | +63.8% | +86.5% |
| All | +433.8% | +179.5% | +254.3% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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