+35.3%
MAS vs NVS
+113.6%
-78.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | -0.8% | +4.0% | -4.8% | -2.4% |
| 30D | -5.6% | +3.6% | -9.2% | -7.0% |
| 3M | +4.4% | +7.8% | -3.4% | +1.1% |
| 6M | +7.2% | -0.2% | +7.4% | +6.9% |
| YTD | +16.1% | +19.6% | -3.5% | +8.1% |
| 1Y | +0.1% | +28.4% | -28.3% | -9.3% |
| 3Y | +28.3% | +76.2% | -47.9% | +2.3% |
| All | +35.3% | +113.6% | -78.3% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling