+872.1%
MSFT vs NVMI
+3,108.0%
-2,235.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -3.5% | +3.8% | -7.2% | -4.5% |
| 30D | -2.1% | -7.6% | +5.5% | -0.4% |
| 3M | +24.2% | -28.0% | +52.2% | +32.3% |
| 6M | +21.9% | -15.3% | +37.2% | +21.6% |
| YTD | +2.5% | +11.5% | -9.0% | -7.2% |
| 1Y | -0.8% | +31.6% | -32.4% | -15.7% |
| 3Y | +50.8% | +207.0% | -156.2% | -12.8% |
| 5Y | +73.5% | +262.8% | -189.3% | -9.1% |
| All | +872.1% | +3,108.0% | -2,235.9% | +181.0% |
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 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