-30.2%
MSTZ vs NVMI
+53.9%
-84.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +7.3% |
| 7D | -29.7% | +6.6% | -36.3% | -25.4% |
| 30D | -65.3% | -7.5% | -57.8% | -67.0% |
| 3M | -57.3% | -28.5% | -28.8% | -64.9% |
| 6M | -61.6% | -15.7% | -45.9% | -59.6% |
| YTD | -78.3% | +13.3% | -91.6% | -63.1% |
| 1Y | -30.2% | +48.3% | -78.5% | +53.8% |
| All | -30.2% | +53.9% | -84.1% | +53.8% |
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