+179.1%
MS vs NVMI
+212.4%
-33.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +2.5% | +11.7% | -9.2% | -0.1% |
| 30D | 0.0% | -4.0% | +4.0% | +0.7% |
| 3M | +2.4% | -25.8% | +28.2% | +8.2% |
| 6M | +36.4% | -8.3% | +44.7% | +35.6% |
| YTD | +23.8% | +14.8% | +9.0% | +16.1% |
| 1Y | +48.6% | +37.9% | +10.8% | +32.7% |
| 3Y | +179.1% | +216.3% | -37.1% | +90.7% |
| All | +179.1% | +212.4% | -33.3% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling