-88.0%
MSTU vs NVS
+26.0%
-114.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -16.6% | -14.3% | -2.3% | -15.1% |
| 30D | +69.7% | -10.0% | +79.7% | +72.8% |
| 3M | -7.5% | -10.9% | +3.4% | -5.5% |
| 6M | -43.1% | -12.0% | -31.2% | -42.5% |
| YTD | -63.0% | +2.5% | -65.5% | -60.6% |
| 1Y | -93.8% | +10.7% | -104.5% | -93.1% |
| All | -88.0% | +26.0% | -114.0% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling