+214.8%
MAS vs NVS
+256.0%
-41.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.6% | +2.5% | +1.1% | +2.5% |
| 30D | +23.8% | +13.6% | +10.2% | +16.9% |
| 3M | +14.4% | +4.1% | +10.3% | +11.4% |
| 6M | +19.7% | +11.8% | +7.9% | +12.3% |
| YTD | +36.0% | +22.0% | +13.9% | +22.2% |
| 1Y | +40.4% | +32.3% | +8.1% | +21.2% |
| 3Y | +58.9% | +93.6% | -34.7% | +11.5% |
| 5Y | +44.5% | +136.7% | -92.2% | -11.1% |
| 10Y | +214.8% | +254.6% | -39.8% | +62.9% |
| All | +214.8% | +256.0% | -41.2% | +62.9% |
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