-88.0%
MSTU vs NVMI
+89.9%
-177.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.2% |
| 7D | -16.6% | -0.1% | -16.5% | -16.5% |
| 30D | +69.7% | -8.4% | +78.1% | +83.7% |
| 3M | -7.5% | -33.6% | +26.1% | +30.4% |
| 6M | -43.1% | -14.7% | -28.4% | -38.3% |
| YTD | -63.0% | +13.2% | -76.3% | -70.5% |
| 1Y | -93.8% | +29.0% | -122.8% | -95.5% |
| All | -88.0% | +89.9% | -177.8% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling