+283.2%
MSTR vs NVS
+55.0%
+228.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.9% | +9.5% | -4.3% |
| 7D | +9.3% | -14.6% | +23.9% | +9.4% |
| 30D | +36.5% | -11.9% | +48.4% | +36.9% |
| 3M | +7.3% | -6.0% | +13.3% | +8.1% |
| 6M | +2.2% | -11.4% | +13.6% | +2.2% |
| YTD | -10.2% | +2.9% | -13.1% | -7.5% |
| 1Y | -58.6% | +10.2% | -68.9% | -56.7% |
| 3Y | +283.2% | +55.3% | +227.9% | +347.2% |
| All | +283.2% | +55.0% | +228.2% | +347.2% |
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