-3.5%
MSFU vs NVS
+37.6%
-41.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.9% | +13.7% |
| 7D | +8.2% | +5.7% | +2.5% | +8.7% |
| 30D | +10.2% | +17.1% | -6.9% | +12.2% |
| 3M | +22.9% | +7.6% | +15.2% | +24.8% |
| 6M | +63.2% | +14.1% | +49.1% | +67.3% |
| YTD | +11.7% | +23.3% | -11.6% | +8.4% |
| 1Y | -3.5% | +36.0% | -39.5% | -11.1% |
| All | -3.5% | +37.6% | -41.1% | -11.1% |
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