+72.2%
MSFU vs NVMI
+292.6%
-220.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.7% |
| 7D | -3.2% | +11.7% | -14.9% | -6.1% |
| 30D | -3.1% | -4.0% | +0.9% | -2.5% |
| 3M | +35.3% | -25.8% | +61.0% | +42.3% |
| 6M | +31.6% | -8.3% | +39.9% | +25.1% |
| YTD | -9.5% | +14.8% | -24.4% | -23.0% |
| 1Y | -18.4% | +37.9% | -56.3% | -36.4% |
| 3Y | +26.9% | +216.3% | -189.3% | -43.1% |
| All | +72.2% | +292.6% | -220.3% | -30.2% |
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