+224.3%
MAS vs NVMI
+2,631.5%
-2,407.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.4% | -1.9% | +3.1% |
| 7D | +3.3% | +9.6% | -6.3% | +0.9% |
| 30D | +25.5% | -5.6% | +31.1% | +26.5% |
| 3M | +11.8% | -15.2% | +27.0% | +14.9% |
| 6M | +21.3% | -36.1% | +57.4% | +31.1% |
| YTD | +37.7% | +1.5% | +36.3% | +31.6% |
| 1Y | +41.0% | +8.3% | +32.7% | +32.0% |
| 3Y | +63.0% | +212.6% | -149.6% | +4.5% |
| 5Y | +44.1% | +158.4% | -114.3% | -5.6% |
| 10Y | +224.3% | +2,587.4% | -2,363.1% | +15.8% |
| All | +224.3% | +2,631.5% | -2,407.2% | +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