+340.3%
MTSI vs NVMI
+265.1%
+75.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +1.4% |
| 7D | +4.9% | +11.7% | -6.8% | -1.8% |
| 30D | -11.6% | -4.0% | -7.5% | -9.2% |
| 3M | -24.1% | -25.8% | +1.7% | -9.9% |
| 6M | +32.4% | -8.3% | +40.7% | +38.3% |
| YTD | +60.4% | +14.8% | +45.6% | +46.3% |
| 1Y | +111.0% | +37.9% | +73.1% | +71.5% |
| 3Y | +246.1% | +216.3% | +29.9% | +53.8% |
| 5Y | +340.3% | +277.2% | +63.1% | +78.0% |
| All | +340.3% | +265.1% | +75.2% | +78.0% |
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