+71.2%
MSFU vs NVS
+98.2%
-26.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -6.9% | -15.7% | +8.8% | -6.3% |
| 30D | -5.1% | -11.1% | +6.0% | -4.6% |
| 3M | +44.6% | -7.2% | +51.8% | +44.9% |
| 6M | +32.8% | -12.3% | +45.1% | +33.9% |
| YTD | -10.1% | +2.8% | -12.8% | -11.6% |
| 1Y | -19.4% | +11.9% | -31.3% | -21.9% |
| 3Y | +26.2% | +55.1% | -28.9% | +10.6% |
| All | +71.2% | +98.2% | -26.9% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling