+70.6%
MA vs NVMI
+204.2%
-133.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.2% |
| 7D | -1.8% | +15.3% | -17.1% | -2.1% |
| 30D | +11.0% | +0.1% | +11.0% | +11.0% |
| 3M | +17.9% | -14.0% | +31.8% | +18.2% |
| 6M | +33.2% | -35.2% | +68.4% | +34.3% |
| YTD | +16.5% | +3.7% | +12.8% | +12.7% |
| 1Y | +19.1% | +10.3% | +8.8% | +14.5% |
| All | +70.6% | +204.2% | -133.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 3y: compounded portfolio wealth divided by compounded NVMI 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…
3y analysis · Full analysis span regression · 6 months rolling