Therapies that target the underlying pathology of multiple sclerosis (MS), including focal and diffuse damage, may improve long-term disease control. Focal damage (inflammatory lesions) manifests clinically mainly as relapses, whereas diffuse damage (neurodegeneration and brain volume loss) has been more closely associated with disability progression and cognitive decline. Given that first-line therapies such as beta-interferon and glatiramer acetate, which are primarily directed against inflammation, might fail to adequately control disease activity in some patients, it has been recommended to switch these patients early to a therapy of higher efficacy, possibly targeting both components of MS pathology more rigorously. This review provides an overview of the efficacy of EU-approved disease-modifying therapies on conventional MS outcome measures (relapses, disability progression and paraclinical magnetic resonance imaging endpoints) in addition to brain volume loss, a measure of diffuse damage in the brain. In addition, the evidence supporting early treatment optimization in patients with high disease activity despite first-line therapy will be reviewed and an algorithm for optimal disease control will be presented.