+2,417.1%
MSCI vs NVMI
+17,047.5%
-14,630.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.1% |
| 7D | +0.4% | +6.6% | -6.2% | -0.5% |
| 30D | +0.6% | -7.5% | +8.1% | +1.5% |
| 3M | -7.1% | -28.5% | +21.4% | -3.8% |
| 6M | +0.8% | -15.7% | +16.6% | +1.0% |
| YTD | +1.0% | +13.3% | -12.3% | -3.7% |
| 1Y | +4.3% | +48.3% | -44.0% | -5.3% |
| 3Y | +9.9% | +191.2% | -181.3% | -13.5% |
| 5Y | -6.8% | +268.7% | -275.4% | -29.6% |
| 10Y | +614.7% | +3,034.8% | -2,420.1% | +320.4% |
| All | +2,417.1% | +17,047.5% | -14,630.3% | +1,191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling