+143.6%
MOS vs NVMI
+1,709.4%
-1,565.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.2% |
| 7D | +24.8% | +7.6% | +17.2% | +23.7% |
| 30D | +22.7% | -7.7% | +30.4% | +23.4% |
| 3M | -1.2% | -15.4% | +14.1% | +0.1% |
| 6M | +5.5% | -37.5% | +43.0% | +9.6% |
| YTD | -2.0% | -0.8% | -1.1% | -3.5% |
| 1Y | -7.9% | +2.4% | -10.3% | -9.8% |
| 3Y | -25.0% | +191.5% | -216.4% | -35.6% |
| 5Y | -27.7% | +156.3% | -184.1% | -38.0% |
| 10Y | -1.6% | +2,539.4% | -2,540.9% | -31.0% |
| All | +143.6% | +1,709.4% | -1,565.8% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling