-87.5%
MSTU vs NVMI
+90.9%
-178.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -4.7% |
| 7D | +12.9% | +6.9% | +6.0% | +6.0% |
| 30D | +68.3% | -2.8% | +71.2% | +72.3% |
| 3M | +0.4% | -27.3% | +27.7% | +29.6% |
| 6M | -41.5% | -13.7% | -27.8% | -37.3% |
| YTD | -61.7% | +13.8% | -75.6% | -69.6% |
| 1Y | -93.7% | +34.9% | -128.5% | -95.6% |
| All | -87.5% | +90.9% | -178.4% | -94.2% |
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