+124.2%
MSI vs NVS
+134.2%
-10.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | +17.6% | +9.3% | +8.3% | +14.6% |
| 3M | +14.5% | +5.8% | +8.7% | +12.0% |
| 6M | +34.3% | +7.2% | +27.1% | +30.5% |
| YTD | +39.7% | +20.0% | +19.8% | +30.6% |
| 1Y | +40.2% | +25.4% | +14.8% | +29.0% |
| 3Y | +77.1% | +89.2% | -12.1% | +36.7% |
| All | +124.2% | +134.2% | -10.0% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling