+9.1%
MSCI vs NVMI
+165.8%
-156.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | 0.0% |
| 7D | -1.9% | +15.3% | -17.2% | -4.3% |
| 30D | +16.5% | +0.1% | +16.4% | +16.1% |
| 3M | +18.2% | -14.0% | +32.2% | +20.3% |
| 6M | +14.0% | -35.2% | +49.2% | +19.6% |
| YTD | +16.6% | +3.7% | +12.9% | +7.6% |
| 1Y | +14.8% | +10.3% | +4.6% | +4.0% |
| 3Y | +33.3% | +204.8% | -171.5% | -27.8% |
| 5Y | +9.1% | +158.9% | -149.8% | -41.0% |
| All | +9.1% | +165.8% | -156.7% | -41.0% |
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