-87.2%
MSTU vs NVMI
-11.6%
-75.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.4% | +12.8% | +12.4% |
| 7D | -4.8% | -11.8% | +6.9% | +6.1% |
| 30D | -29.6% | -24.8% | -4.7% | -9.8% |
| 3M | +69.4% | -28.6% | +98.0% | +123.5% |
| 6M | -62.2% | -40.0% | -22.2% | -45.0% |
| YTD | -61.1% | -10.1% | -51.0% | -65.2% |
| 1Y | -87.2% | -9.8% | -77.4% | -88.5% |
| All | -87.2% | -11.6% | -75.6% | -88.5% |
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