+88.0%
MSFU vs NVS
+131.3%
-43.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -5.3% | +9.3% | -14.6% | -5.7% |
| 3M | +7.2% | +5.8% | +1.5% | +7.0% |
| 6M | +51.0% | +7.2% | +43.8% | +50.3% |
| YTD | -1.2% | +20.0% | -21.2% | -3.6% |
| 1Y | -10.3% | +25.4% | -35.7% | -13.0% |
| 3Y | +22.2% | +89.2% | -67.0% | +4.5% |
| All | +88.0% | +131.3% | -43.3% | +24.4% |
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