+7.2%
MAS vs NVMI
-13.9%
+21.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.7% |
| 7D | -0.8% | +6.6% | -7.4% | -2.1% |
| 30D | -5.6% | -7.5% | +2.0% | -4.2% |
| 3M | +4.4% | -28.5% | +32.9% | +9.2% |
| 6M | +7.2% | -15.7% | +22.9% | +3.5% |
| All | +7.2% | -13.9% | +21.1% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling