+210.1%
MTSI vs NVMI
+156.9%
+53.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +6.4% | +2.6% | +5.0% |
| 7D | +3.5% | +9.6% | -6.1% | -1.6% |
| 30D | -30.3% | -5.6% | -24.7% | -26.7% |
| 3M | -26.0% | -15.2% | -10.8% | -16.5% |
| 6M | -36.1% | -36.1% | 0.0% | -15.7% |
| YTD | +34.3% | +1.5% | +32.8% | +34.3% |
| 1Y | +35.3% | +8.3% | +26.9% | +30.3% |
| 3Y | +217.6% | +212.6% | +5.0% | +40.5% |
| 5Y | +210.1% | +158.4% | +51.7% | +47.6% |
| All | +210.1% | +156.9% | +53.2% | +47.6% |
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 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