-3.5%
MSFU vs NVMI
-11.6%
+8.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -2.4% | +15.9% | +13.4% |
| 7D | +8.2% | -11.8% | +19.9% | +7.8% |
| 30D | +10.2% | -24.8% | +35.0% | +8.8% |
| 3M | +22.9% | -28.6% | +51.5% | +21.5% |
| 6M | +63.2% | -40.0% | +103.2% | +55.9% |
| YTD | +11.7% | -10.1% | +21.8% | -1.0% |
| 1Y | -3.5% | -9.8% | +6.3% | -15.0% |
| All | -3.5% | -11.6% | +8.1% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling