+35.3%
MAS vs NVMI
+266.4%
-231.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.7% |
| 7D | -0.8% | +6.6% | -7.4% | -2.0% |
| 30D | -5.6% | -7.5% | +2.0% | -4.2% |
| 3M | +4.4% | -28.5% | +32.9% | +10.3% |
| 6M | +7.2% | -15.7% | +22.9% | +8.8% |
| YTD | +16.1% | +13.3% | +2.8% | +9.9% |
| 1Y | +0.1% | +48.3% | -48.2% | -11.6% |
| 3Y | +28.3% | +191.2% | -162.9% | -14.2% |
| All | +35.3% | +266.4% | -231.1% | -16.1% |
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