+84.3%
MKSI vs NVS
+92.9%
-8.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +2.7% | -14.3% | +17.0% | +5.3% |
| 30D | -12.8% | -10.0% | -2.8% | -11.8% |
| 3M | -22.5% | -10.9% | -11.6% | -21.7% |
| 6M | +19.4% | -12.0% | +31.4% | +20.9% |
| YTD | +67.7% | +2.5% | +65.2% | +62.7% |
| 1Y | +131.4% | +10.7% | +120.7% | +119.5% |
| 3Y | +197.3% | +53.3% | +144.0% | +154.4% |
| All | +84.3% | +92.9% | -8.6% | +37.9% |
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 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