-22.3%
MOH vs NVMI
+261.9%
-284.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -0.9% | -8.4% | +7.5% | -0.9% |
| 3M | +5.7% | -33.6% | +39.3% | +5.7% |
| 6M | +39.1% | -14.7% | +53.8% | +38.8% |
| YTD | +17.7% | +13.2% | +4.5% | +16.8% |
| 1Y | +8.4% | +29.0% | -20.6% | +7.1% |
| 3Y | -36.6% | +215.0% | -251.6% | -42.8% |
| All | -22.3% | +261.9% | -284.2% | -29.8% |
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