-87.2%
MSTU vs NVS
+37.6%
-124.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.6% | +6.7% | +9.0% |
| 7D | -4.8% | +5.7% | -10.5% | -6.8% |
| 30D | -29.6% | +17.1% | -46.6% | -33.8% |
| 3M | +69.4% | +7.6% | +61.7% | +64.7% |
| 6M | -62.2% | +14.1% | -76.3% | -64.8% |
| YTD | -61.1% | +23.3% | -84.4% | -60.8% |
| 1Y | -87.2% | +36.0% | -123.2% | -86.7% |
| All | -87.2% | +37.6% | -124.8% | -86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling