+1,252.0%
MSTR vs NVS
+889.5%
+362.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.6% |
| 7D | +12.2% | +4.0% | +8.1% | +10.1% |
| 30D | +45.2% | +3.6% | +41.6% | +42.8% |
| 3M | +10.4% | +7.8% | +2.6% | +6.4% |
| 6M | -2.5% | -0.2% | -2.3% | -2.9% |
| YTD | -6.0% | +19.6% | -25.6% | -13.2% |
| 1Y | -56.4% | +28.4% | -84.8% | -61.0% |
| 3Y | +306.3% | +76.2% | +230.1% | +209.7% |
| 5Y | +100.5% | +111.1% | -10.6% | +41.9% |
| 10Y | +741.1% | +224.3% | +516.8% | +399.1% |
| All | +1,252.0% | +889.5% | +362.5% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling