-92.7%
MSTU vs NVMI
+53.9%
-146.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -7.8% |
| 7D | +21.3% | +6.6% | +14.7% | +14.8% |
| 30D | +90.8% | -7.5% | +98.3% | +103.8% |
| 3M | -6.8% | -28.5% | +21.7% | +21.2% |
| 6M | -39.8% | -15.7% | -24.1% | -35.8% |
| YTD | -55.7% | +13.3% | -69.0% | -68.4% |
| 1Y | -92.7% | +48.3% | -140.9% | -95.4% |
| All | -92.7% | +53.9% | -146.5% | -95.4% |
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