+642.3%
MKSI vs NVMI
+1,965.6%
-1,323.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.7% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -12.8% | -8.4% | -4.4% | -10.6% |
| 3M | -22.5% | -33.6% | +11.0% | -12.7% |
| 6M | +19.4% | -14.7% | +34.1% | +26.2% |
| YTD | +67.7% | +13.2% | +54.5% | +65.3% |
| 1Y | +131.4% | +29.0% | +102.4% | +121.2% |
| 3Y | +197.3% | +215.0% | -17.7% | +133.0% |
| 5Y | +87.0% | +268.6% | -181.6% | +43.5% |
| 10Y | +522.1% | +3,124.7% | -2,602.6% | +237.9% |
| All | +642.3% | +1,965.6% | -1,323.3% | +220.9% |
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