-23.3%
MOS vs NVMI
+198.0%
-221.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.8% |
| 7D | +9.5% | +6.6% | +2.9% | +8.7% |
| 30D | +10.4% | -7.5% | +17.9% | +11.2% |
| 3M | +12.9% | -28.5% | +41.4% | +16.8% |
| 6M | +1.2% | -15.7% | +17.0% | +2.2% |
| YTD | +9.3% | +13.3% | -4.0% | +6.1% |
| 1Y | -18.0% | +48.3% | -66.3% | -23.4% |
| All | -23.3% | +198.0% | -221.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling