+77.1%
MSI vs NVS
+90.8%
-13.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.2% | -1.3% | +4.5% | +3.5% |
| 30D | +17.6% | +9.3% | +8.3% | +15.6% |
| 3M | +14.5% | +5.8% | +8.7% | +12.9% |
| 6M | +34.3% | +7.2% | +27.1% | +31.8% |
| YTD | +39.7% | +20.0% | +19.8% | +34.0% |
| 1Y | +40.2% | +25.4% | +14.8% | +33.1% |
| 3Y | +77.1% | +89.2% | -12.1% | +52.3% |
| All | +77.1% | +90.8% | -13.7% | +52.3% |
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