+102.8%
MSI vs NVMI
+263.1%
-160.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -1.8% | +3.8% | -5.5% | -2.1% |
| 30D | -0.6% | -7.6% | +6.9% | 0.0% |
| 3M | +13.0% | -28.0% | +41.0% | +16.1% |
| 6M | +0.5% | -15.3% | +15.8% | +0.5% |
| YTD | +21.7% | +11.5% | +10.2% | +16.4% |
| 1Y | -2.6% | +31.6% | -34.2% | -9.7% |
| 3Y | +69.7% | +207.0% | -137.3% | +24.5% |
| 5Y | +102.8% | +262.8% | -160.0% | +42.6% |
| All | +102.8% | +263.1% | -160.3% | +42.6% |
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