+124.8%
MS vs NVMI
+155.4%
-30.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | +0.8% | +7.6% | -6.8% | -1.3% |
| 30D | -0.7% | -7.7% | +7.0% | +1.0% |
| 3M | -12.4% | -15.4% | +3.0% | -9.3% |
| 6M | -1.7% | -37.5% | +35.8% | +7.8% |
| YTD | +8.0% | -0.8% | +8.9% | +3.8% |
| 1Y | +16.2% | +2.4% | +13.8% | +10.5% |
| 3Y | +171.3% | +191.5% | -20.2% | +78.3% |
| 5Y | +124.8% | +156.3% | -31.6% | +43.1% |
| All | +124.8% | +155.4% | -30.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling