+217.1%
MAS vs NVMI
+2,448.3%
-2,231.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.3% | -4.2% |
| 7D | +2.4% | +0.3% | +2.0% | +2.0% |
| 30D | +19.8% | -17.1% | +36.9% | +24.3% |
| 3M | +9.8% | -17.9% | +27.7% | +13.7% |
| 6M | +15.8% | -41.4% | +57.2% | +27.6% |
| YTD | +31.8% | -4.6% | +36.4% | +27.7% |
| 1Y | +35.4% | -0.3% | +35.6% | +29.1% |
| 3Y | +59.2% | +214.5% | -155.3% | +1.3% |
| 5Y | +41.2% | +148.5% | -107.2% | -6.8% |
| All | +217.1% | +2,448.3% | -2,231.2% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling