-28.2%
NBIS vs MA
+30.8%
-59.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.2% | -15.6% | -18.3% |
| 7D | +6.9% | -0.5% | +7.4% | +6.0% |
| 30D | -37.8% | +7.9% | -45.7% | -30.0% |
| 3M | -50.4% | +16.8% | -67.1% | -36.6% |
| 6M | -28.2% | +31.0% | -59.2% | +11.6% |
| All | -28.2% | +30.8% | -59.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 6mo: compounded portfolio wealth divided by compounded MA 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…
6mo analysis · Full analysis span regression · 6 months rolling