+2,904.2%
MS vs NVS
+1,269.4%
+1,634.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.6% |
| 7D | +1.4% | +4.0% | -2.6% | -1.6% |
| 30D | -0.3% | +3.6% | -3.8% | -3.1% |
| 3M | +0.3% | +7.8% | -7.5% | -5.8% |
| 6M | +31.3% | -0.2% | +31.5% | +29.7% |
| YTD | +24.7% | +19.6% | +5.1% | +7.8% |
| 1Y | +47.9% | +28.4% | +19.5% | +20.8% |
| 3Y | +178.3% | +76.2% | +102.1% | +74.8% |
| 5Y | +144.9% | +111.1% | +33.8% | +31.8% |
| 10Y | +804.5% | +224.3% | +580.3% | +246.4% |
| All | +2,904.2% | +1,269.4% | +1,634.8% | +428.9% |
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 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