+620.5%
MSCI vs NVMI
+3,176.5%
-2,556.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.8% |
| 7D | -1.1% | +6.9% | -8.0% | -2.8% |
| 30D | -1.2% | -2.8% | +1.7% | -0.8% |
| 3M | -8.4% | -27.3% | +18.9% | -2.9% |
| 6M | -1.0% | -13.7% | +12.6% | -2.2% |
| YTD | -2.3% | +13.8% | -16.1% | -12.3% |
| 1Y | -1.2% | +34.9% | -36.0% | -17.4% |
| 3Y | +7.9% | +213.5% | -205.6% | -41.0% |
| 5Y | -10.1% | +272.5% | -282.5% | -55.6% |
| All | +620.5% | +3,176.5% | -2,556.0% | +77.7% |
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