+44.7%
MS vs NVMI
+38.3%
+6.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.7% | +6.9% | -5.3% | +0.1% |
| 30D | 0.0% | -2.8% | +2.9% | +0.4% |
| 3M | +3.0% | -27.3% | +30.3% | +8.7% |
| 6M | +35.7% | -13.7% | +49.4% | +35.0% |
| YTD | +23.3% | +13.8% | +9.5% | +13.0% |
| 1Y | +44.7% | +34.9% | +9.8% | +28.2% |
| All | +44.7% | +38.3% | +6.4% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling