+956.8%
MSTR vs NVS
+892.6%
+64.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -13.4% | -1.3% | -12.2% | -13.0% |
| 30D | -22.1% | +9.3% | -31.3% | -24.8% |
| 3M | +15.0% | +5.8% | +9.2% | +11.5% |
| 6M | -37.3% | +7.2% | -44.5% | -39.7% |
| YTD | -26.5% | +20.0% | -46.5% | -32.6% |
| 1Y | -46.5% | +25.4% | -71.9% | -51.8% |
| 3Y | +121.1% | +89.2% | +31.9% | +62.4% |
| 5Y | +37.5% | +134.6% | -97.1% | -7.4% |
| 10Y | +467.3% | +251.4% | +216.0% | +225.1% |
| All | +956.8% | +892.6% | +64.1% | +340.6% |
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 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