+23.7%
MSFU vs NVS
+54.6%
-30.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.3% | -15.4% | +13.0% | -3.6% |
| 30D | -6.3% | -12.3% | +6.1% | -7.0% |
| 3M | +40.0% | -7.8% | +47.8% | +39.7% |
| 6M | +30.1% | -13.0% | +43.1% | +29.8% |
| YTD | -10.3% | +2.8% | -13.1% | -10.6% |
| 1Y | -19.0% | +10.6% | -29.7% | -19.3% |
| All | +23.7% | +54.6% | -30.9% | +20.2% |
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