-10.6%
MSCI vs NVMI
+277.6%
-288.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.0% |
| 7D | -2.1% | +11.7% | -13.8% | -4.0% |
| 30D | -1.7% | -4.0% | +2.3% | -1.3% |
| 3M | -8.2% | -25.8% | +17.5% | -4.7% |
| 6M | -2.4% | -8.3% | +5.9% | -5.1% |
| YTD | -2.8% | +14.8% | -17.7% | -11.5% |
| 1Y | -2.7% | +37.9% | -40.5% | -16.9% |
| 3Y | +7.3% | +216.3% | -209.0% | -40.8% |
| All | -10.6% | +277.6% | -288.2% | -58.2% |
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 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