+35.2%
MA vs NVMI
-36.3%
+71.5%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.0% |
| 7D | +1.3% | +1.5% | -0.2% | +1.6% |
| 30D | +9.6% | -4.1% | +13.7% | +9.2% |
| 3M | +16.8% | -22.8% | +39.5% | +13.3% |
| 6M | +35.2% | -36.9% | +72.1% | +28.3% |
| All | +35.2% | -36.3% | +71.5% | +28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling