-7.9%
MOS vs NVMI
+2.8%
-10.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.1% |
| 7D | +24.8% | +7.6% | +17.2% | +24.2% |
| 30D | +22.7% | -7.7% | +30.4% | +23.4% |
| 3M | -1.2% | -15.4% | +14.1% | -0.2% |
| 6M | +5.5% | -37.5% | +43.0% | +9.2% |
| YTD | -2.0% | -0.8% | -1.1% | +5.4% |
| 1Y | -7.9% | +2.4% | -10.3% | -0.7% |
| All | -7.9% | +2.8% | -10.7% | -0.7% |
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