-16.3%
MOS vs NVMI
+42.2%
-58.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.5% |
| 7D | +7.1% | +11.7% | -4.6% | +6.0% |
| 30D | +15.0% | -4.0% | +19.1% | +15.3% |
| 3M | +24.1% | -25.8% | +49.8% | +27.5% |
| 6M | +2.7% | -8.3% | +11.0% | +3.6% |
| YTD | +12.2% | +14.8% | -2.6% | +10.7% |
| 1Y | -16.3% | +37.9% | -54.2% | -13.2% |
| All | -16.3% | +42.2% | -58.5% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling