+217.0%
MAS vs NVS
+249.7%
-32.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.0% |
| 7D | -1.8% | -2.8% | +1.0% | -0.5% |
| 30D | +23.6% | +11.5% | +12.1% | +17.7% |
| 3M | +12.4% | +3.7% | +8.7% | +9.7% |
| 6M | +21.9% | +10.4% | +11.5% | +14.9% |
| YTD | +36.1% | +19.8% | +16.3% | +23.4% |
| 1Y | +39.5% | +26.6% | +12.9% | +23.0% |
| 3Y | +59.1% | +90.1% | -31.0% | +12.6% |
| 5Y | +44.4% | +133.4% | -89.0% | -10.6% |
| 10Y | +217.0% | +251.0% | -34.0% | +65.4% |
| All | +217.0% | +249.7% | -32.7% | +65.4% |
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