+830.4%
MAS vs NVS
+1,269.4%
-439.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.7% |
| 7D | -0.8% | +4.0% | -4.8% | -2.8% |
| 30D | -5.6% | +3.6% | -9.2% | -7.4% |
| 3M | +4.4% | +7.8% | -3.4% | +0.2% |
| 6M | +7.2% | -0.2% | +7.4% | +6.8% |
| YTD | +16.1% | +19.6% | -3.5% | +5.9% |
| 1Y | +0.1% | +28.4% | -28.3% | -12.0% |
| 3Y | +28.3% | +76.2% | -47.9% | -4.6% |
| 5Y | +30.5% | +111.1% | -80.6% | -12.4% |
| 10Y | +139.1% | +224.3% | -85.1% | +28.5% |
| All | +830.4% | +1,269.4% | -439.0% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling