-1.6%
MOS vs NVMI
+2,539.4%
-2,540.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.5% |
| 7D | +24.8% | +7.6% | +17.2% | +22.0% |
| 30D | +22.7% | -7.7% | +30.4% | +24.5% |
| 3M | -1.2% | -15.4% | +14.1% | +1.9% |
| 6M | +5.5% | -37.5% | +43.0% | +15.6% |
| YTD | -2.0% | -0.8% | -1.1% | -7.2% |
| 1Y | -7.9% | +2.4% | -10.3% | -14.1% |
| 3Y | -25.0% | +191.5% | -216.4% | -55.1% |
| 5Y | -27.7% | +156.3% | -184.1% | -57.2% |
| 10Y | -1.6% | +2,539.4% | -2,540.9% | -72.2% |
| All | -1.6% | +2,539.4% | -2,540.9% | -72.2% |
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