+71.2%
MSFU vs NVMI
+281.0%
-209.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -6.9% | +3.8% | -10.7% | -8.0% |
| 30D | -5.1% | -7.6% | +2.4% | -3.5% |
| 3M | +44.6% | -28.0% | +72.6% | +53.5% |
| 6M | +32.8% | -15.3% | +48.1% | +29.7% |
| YTD | -10.1% | +11.5% | -21.5% | -22.8% |
| 1Y | -19.4% | +31.6% | -51.0% | -36.2% |
| 3Y | +26.2% | +207.0% | -180.8% | -43.0% |
| All | +71.2% | +281.0% | -209.8% | -30.1% |
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