+224.3%
MAS vs NVS
+257.6%
-33.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.2% |
| 7D | +3.3% | +1.3% | +1.9% | +2.7% |
| 30D | +25.5% | +13.9% | +11.6% | +18.3% |
| 3M | +11.8% | +4.7% | +7.1% | +8.5% |
| 6M | +21.3% | +12.1% | +9.2% | +13.6% |
| YTD | +37.7% | +22.3% | +15.4% | +23.7% |
| 1Y | +41.0% | +33.5% | +7.5% | +21.2% |
| 3Y | +63.0% | +94.7% | -31.8% | +14.0% |
| 5Y | +44.1% | +137.6% | -93.4% | -11.5% |
| 10Y | +224.3% | +254.5% | -30.2% | +69.4% |
| All | +224.3% | +257.6% | -33.3% | +69.4% |
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