+215.9%
MAS vs NVMI
+2,448.3%
-2,232.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.7% | -4.5% |
| 7D | +2.0% | +0.3% | +1.7% | +1.6% |
| 30D | +19.4% | -17.1% | +36.5% | +23.9% |
| 3M | +9.4% | -17.9% | +27.3% | +13.3% |
| 6M | +15.3% | -41.4% | +56.7% | +27.1% |
| YTD | +31.3% | -4.6% | +35.9% | +27.2% |
| 1Y | +34.9% | -0.3% | +35.1% | +28.6% |
| 3Y | +58.6% | +214.5% | -155.9% | +0.9% |
| 5Y | +40.7% | +148.5% | -107.8% | -7.2% |
| All | +215.9% | +2,448.3% | -2,232.4% | +15.3% |
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 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