+13,824.1%
MA vs NVMI
+20,572.2%
-6,748.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.7% |
| 7D | -2.7% | +6.6% | -9.3% | -3.4% |
| 30D | +1.5% | -7.5% | +9.1% | +2.3% |
| 3M | +20.4% | -28.5% | +48.9% | +23.9% |
| 6M | +11.1% | -15.7% | +26.9% | +11.3% |
| YTD | +2.0% | +13.3% | -11.4% | -1.9% |
| 1Y | -2.2% | +48.3% | -50.4% | -9.5% |
| 3Y | +41.9% | +191.2% | -149.4% | +16.8% |
| 5Y | +75.4% | +268.7% | -193.3% | +38.6% |
| 10Y | +527.5% | +3,034.8% | -2,507.2% | +301.3% |
| All | +13,824.1% | +20,572.2% | -6,748.1% | +7,497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling