+642.2%
MAS vs NVMI
+1,457.2%
-815.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -2.9% |
| 7D | +4.6% | -16.2% | +20.8% | +6.6% |
| 30D | +19.9% | -28.9% | +48.8% | +24.3% |
| 3M | +8.9% | -30.3% | +39.2% | +13.0% |
| 6M | +20.2% | -45.6% | +65.8% | +27.4% |
| YTD | +33.9% | -14.6% | +48.5% | +34.3% |
| 1Y | +34.7% | -18.1% | +52.8% | +35.5% |
| 3Y | +60.4% | +179.2% | -118.8% | +37.1% |
| 5Y | +43.5% | +122.4% | -78.9% | +24.6% |
| 10Y | +226.7% | +2,169.6% | -1,942.9% | +123.7% |
| All | +642.2% | +1,457.2% | -815.0% | +285.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling