+36.1%
MAS vs NVMI
-1.2%
+37.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.3% | -2.8% |
| 7D | +2.4% | +0.3% | +2.0% | +2.3% |
| 30D | +19.8% | -17.1% | +36.9% | +22.7% |
| 3M | +9.8% | -17.9% | +27.7% | +12.3% |
| 6M | +15.8% | -41.4% | +57.2% | +22.3% |
| YTD | +31.8% | -4.6% | +36.4% | +33.2% |
| All | +36.1% | -1.2% | +37.3% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling