+601.1%
MSI vs NVS
+179.5%
+421.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | -14.3% | +13.9% | +5.5% |
| 30D | -0.8% | -10.0% | +9.2% | +2.8% |
| 3M | +13.9% | -10.9% | +24.8% | +18.3% |
| 6M | +1.3% | -12.0% | +13.3% | +5.4% |
| YTD | +22.3% | +2.5% | +19.8% | +18.7% |
| 1Y | -3.9% | +10.7% | -14.5% | -10.1% |
| 3Y | +69.9% | +53.3% | +16.6% | +33.2% |
| 5Y | +103.8% | +93.6% | +10.2% | +38.8% |
| All | +601.1% | +179.5% | +421.5% | +313.9% |
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 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