+803.2%
MS vs NVMI
+3,062.9%
-2,259.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.7% | +6.9% | -5.3% | -0.4% |
| 30D | 0.0% | -2.8% | +2.9% | +0.5% |
| 3M | +3.0% | -27.3% | +30.3% | +11.4% |
| 6M | +35.7% | -13.7% | +49.4% | +37.4% |
| YTD | +23.3% | +13.8% | +9.5% | +13.7% |
| 1Y | +44.7% | +34.9% | +9.8% | +25.5% |
| 3Y | +178.0% | +213.5% | -35.5% | +69.0% |
| 5Y | +143.2% | +272.5% | -129.3% | +31.8% |
| 10Y | +803.2% | +3,142.4% | -2,339.2% | +165.7% |
| All | +803.2% | +3,062.9% | -2,259.7% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling