+44.5%
MAS vs NVMI
+155.4%
-110.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | +3.6% | +7.6% | -4.0% | +2.0% |
| 30D | +23.8% | -7.7% | +31.6% | +25.3% |
| 3M | +14.4% | -15.4% | +29.8% | +17.3% |
| 6M | +19.7% | -37.5% | +57.3% | +28.8% |
| YTD | +36.0% | -0.8% | +36.8% | +31.1% |
| 1Y | +40.4% | +2.4% | +38.0% | +34.0% |
| 3Y | +58.9% | +191.5% | -132.5% | +1.6% |
| 5Y | +44.5% | +156.3% | -111.8% | -8.6% |
| All | +44.5% | +155.4% | -110.8% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling