-1.0%
MSCI vs NVMI
-7.8%
+6.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.5% |
| 7D | -1.1% | +6.9% | -8.0% | -0.2% |
| 30D | -1.2% | -2.8% | +1.7% | -1.5% |
| 3M | -8.4% | -27.3% | +18.9% | -11.1% |
| 6M | -1.0% | -13.7% | +12.6% | -4.8% |
| All | -1.0% | -7.8% | +6.7% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling