+42.7%
MKSI vs NVS
+37.6%
+5.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.6% | -8.6% | -4.5% |
| 7D | -10.7% | +5.7% | -16.4% | -10.0% |
| 30D | -30.5% | +17.1% | -47.6% | -29.3% |
| 3M | -39.2% | +7.6% | -46.8% | -38.4% |
| 6M | -33.0% | +14.1% | -47.1% | -34.5% |
| YTD | +22.3% | +23.3% | -1.0% | +19.3% |
| 1Y | +42.7% | +36.0% | +6.7% | +32.3% |
| All | +42.7% | +37.6% | +5.0% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling