+1,046.2%
MSTR vs NVS
+909.7%
+136.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -10.7% | +2.5% | -13.2% | -11.5% |
| 30D | -21.6% | +13.6% | -35.1% | -25.5% |
| 3M | +24.4% | +4.1% | +20.3% | +21.4% |
| 6M | -35.5% | +11.8% | -47.3% | -39.0% |
| YTD | -20.3% | +22.0% | -42.3% | -27.3% |
| 1Y | -49.3% | +32.3% | -81.6% | -55.4% |
| 3Y | +137.8% | +93.6% | +44.2% | +73.1% |
| 5Y | +48.3% | +136.7% | -88.4% | -0.4% |
| 10Y | +526.8% | +254.6% | +272.2% | +257.8% |
| All | +1,046.2% | +909.7% | +136.5% | +374.8% |
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