+61.7%
MAS vs NVS
+92.6%
-30.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | +4.6% | +0.5% | +4.0% | +4.4% |
| 30D | +19.9% | +15.0% | +4.9% | +14.6% |
| 3M | +8.9% | +4.8% | +4.0% | +6.6% |
| 6M | +20.2% | +11.3% | +8.9% | +14.7% |
| YTD | +33.9% | +21.0% | +12.9% | +24.7% |
| 1Y | +34.7% | +33.0% | +1.7% | +21.4% |
| All | +61.7% | +92.6% | -30.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling