-93.8%
MSTU vs NVS
+10.8%
-104.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -16.6% | -14.3% | -2.3% | -10.4% |
| 30D | +69.7% | -10.0% | +79.7% | +77.5% |
| 3M | -7.5% | -10.9% | +3.4% | -2.8% |
| 6M | -43.1% | -12.0% | -31.2% | -40.1% |
| YTD | -63.0% | +2.5% | -65.5% | -62.1% |
| 1Y | -93.8% | +10.7% | -104.5% | -93.7% |
| All | -93.8% | +10.8% | -104.6% | -93.7% |
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