-5.0%
MRSH vs NVS
+54.2%
-59.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.8% | -14.3% | +9.5% | -1.4% |
| 30D | -6.3% | -10.0% | +3.6% | -4.3% |
| 3M | +5.8% | -10.9% | +16.7% | +8.4% |
| 6M | +2.8% | -12.0% | +14.8% | +5.5% |
| YTD | -3.1% | +2.5% | -5.6% | -5.1% |
| 1Y | -11.3% | +10.7% | -21.9% | -15.3% |
| 3Y | -5.0% | +53.3% | -58.3% | -19.2% |
| All | -5.0% | +54.2% | -59.2% | -19.2% |
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