-9.6%
MOS vs NVMI
+266.4%
-276.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.6% |
| 7D | +9.5% | +6.6% | +2.9% | +8.5% |
| 30D | +10.4% | -7.5% | +17.9% | +11.4% |
| 3M | +12.9% | -28.5% | +41.4% | +17.6% |
| 6M | +1.2% | -15.7% | +17.0% | +2.3% |
| YTD | +9.3% | +13.3% | -4.0% | +5.0% |
| 1Y | -18.0% | +48.3% | -66.3% | -24.9% |
| 3Y | -29.0% | +191.2% | -220.3% | -45.7% |
| All | -9.6% | +266.4% | -276.0% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling