-6.3%
MOS vs NVMI
+2,494.8%
-2,501.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.4% |
| 30D | +15.3% | -4.1% | +19.4% | +15.9% |
| 3M | +1.5% | -22.8% | +24.3% | +7.2% |
| 6M | -2.0% | -36.9% | +34.9% | +7.1% |
| YTD | -6.5% | -3.2% | -3.3% | -11.0% |
| 1Y | -11.1% | +7.1% | -18.1% | -18.2% |
| 3Y | -30.3% | +181.5% | -211.7% | -57.9% |
| 5Y | -33.5% | +141.2% | -174.7% | -59.8% |
| All | -6.3% | +2,494.8% | -2,501.1% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling