+659.5%
MSTR vs NVS
+179.5%
+479.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -8.3% | -14.3% | +6.0% | -2.3% |
| 30D | +38.1% | -10.0% | +48.1% | +43.5% |
| 3M | +9.0% | -10.9% | +19.9% | +13.4% |
| 6M | -5.3% | -12.0% | +6.6% | -1.0% |
| YTD | -13.8% | +2.5% | -16.3% | -16.0% |
| 1Y | -59.8% | +10.7% | -70.5% | -62.4% |
| 3Y | +282.2% | +53.3% | +228.9% | +189.5% |
| 5Y | +112.8% | +93.6% | +19.2% | +37.9% |
| All | +659.5% | +179.5% | +479.9% | +348.3% |
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 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