+521.9%
MSTR vs NVS
+249.7%
+272.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | -14.2% | -2.8% | -11.3% | -13.1% |
| 30D | -19.9% | +11.5% | -31.3% | -23.6% |
| 3M | +27.3% | +3.7% | +23.6% | +24.3% |
| 6M | -37.6% | +10.4% | -47.9% | -41.1% |
| YTD | -19.5% | +19.8% | -39.3% | -26.8% |
| 1Y | -47.1% | +26.6% | -73.7% | -53.3% |
| 3Y | +140.3% | +90.1% | +50.2% | +62.7% |
| 5Y | +49.5% | +133.4% | -83.9% | -11.6% |
| 10Y | +521.9% | +251.0% | +270.9% | +216.6% |
| All | +521.9% | +249.7% | +272.1% | +216.6% |
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