-99.1%
MSTZ vs NVMI
+90.9%
-190.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.3% | +4.7% |
| 7D | -23.6% | +6.9% | -30.5% | -18.6% |
| 30D | -60.7% | -2.8% | -57.9% | -61.2% |
| 3M | -58.3% | -27.3% | -30.9% | -66.2% |
| 6M | -60.0% | -13.7% | -46.3% | -58.7% |
| YTD | -75.2% | +13.8% | -89.1% | -62.9% |
| 1Y | -19.9% | +34.9% | -54.7% | +52.0% |
| All | -99.1% | +90.9% | -190.0% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling