+528.6%
MRSH vs NVMI
+1,965.6%
-1,437.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -6.3% | -8.4% | +2.1% | -5.9% |
| 3M | +5.8% | -33.6% | +39.4% | +8.1% |
| 6M | +2.8% | -14.7% | +17.5% | +2.7% |
| YTD | -3.1% | +13.2% | -16.3% | -5.4% |
| 1Y | -11.3% | +29.0% | -40.3% | -14.4% |
| 3Y | -5.0% | +215.0% | -220.0% | -16.1% |
| 5Y | +19.2% | +268.6% | -249.4% | +3.1% |
| 10Y | +217.4% | +3,124.7% | -2,907.3% | +134.6% |
| All | +528.6% | +1,965.6% | -1,437.0% | +274.6% |
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 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