+69.1%
MSI vs NVS
+54.6%
+14.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.8% | -15.7% | +13.9% | +1.2% |
| 30D | -0.6% | -11.1% | +10.4% | +1.2% |
| 3M | +13.0% | -7.2% | +20.2% | +14.1% |
| 6M | +0.5% | -12.3% | +12.8% | +2.5% |
| YTD | +21.7% | +2.8% | +18.9% | +20.2% |
| 1Y | -2.6% | +11.9% | -14.6% | -5.5% |
| All | +69.1% | +54.6% | +14.5% | +52.0% |
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 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