+66.3%
MA vs NVMI
+274.3%
-208.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -3.5% | +6.9% | -10.4% | -4.3% |
| 30D | +0.8% | -2.8% | +3.6% | +0.9% |
| 3M | +14.8% | -27.3% | +42.1% | +18.1% |
| 6M | +10.0% | -13.7% | +23.7% | +9.0% |
| YTD | -0.1% | +13.8% | -13.9% | -6.3% |
| 1Y | -2.2% | +34.9% | -37.1% | -11.8% |
| 3Y | +39.3% | +213.5% | -174.3% | -6.3% |
| 5Y | +66.3% | +272.5% | -206.1% | +0.9% |
| All | +66.3% | +274.3% | -208.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling