+41.0%
MAS vs NVMI
+145.1%
-104.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.7% | -4.2% |
| 7D | +2.0% | +0.3% | +1.7% | +1.7% |
| 30D | +19.4% | -17.1% | +36.5% | +23.3% |
| 3M | +9.4% | -17.9% | +27.3% | +12.8% |
| 6M | +15.3% | -41.4% | +56.7% | +25.5% |
| YTD | +31.3% | -4.6% | +35.9% | +27.5% |
| 1Y | +34.9% | -0.3% | +35.1% | +29.3% |
| 3Y | +58.6% | +214.5% | -155.9% | -2.2% |
| All | +41.0% | +145.1% | -104.2% | -10.1% |
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