+140.4%
MAS vs NVMI
+3,048.1%
-2,907.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.5% |
| 7D | -0.8% | +6.6% | -7.4% | -2.2% |
| 30D | -5.6% | -7.5% | +2.0% | -4.0% |
| 3M | +4.4% | -28.5% | +32.9% | +11.3% |
| 6M | +7.2% | -15.7% | +22.9% | +9.1% |
| YTD | +16.1% | +13.3% | +2.8% | +9.0% |
| 1Y | +0.1% | +48.3% | -48.2% | -13.1% |
| 3Y | +28.3% | +191.2% | -162.9% | -14.7% |
| 5Y | +30.5% | +268.7% | -238.2% | -21.9% |
| All | +140.4% | +3,048.1% | -2,907.7% | -17.6% |
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 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