-99.2%
MSTZ vs NVMI
+92.6%
-191.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +6.8% | +9.4% |
| 7D | -25.4% | +11.7% | -37.1% | -17.5% |
| 30D | -60.9% | -4.0% | -56.8% | -61.8% |
| 3M | -54.2% | -25.8% | -28.4% | -62.2% |
| 6M | -65.0% | -8.3% | -56.7% | -61.6% |
| YTD | -76.5% | +14.8% | -91.3% | -64.6% |
| 1Y | -23.4% | +37.9% | -61.2% | +48.3% |
| All | -99.2% | +92.6% | -191.7% | -96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling