+151.8%
NBIS vs MAR
+28.2%
+123.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -13.4% | -5.4% | -8.0% | -13.6% |
| 3M | +1.0% | -15.5% | +16.5% | +1.1% |
| 6M | +100.5% | +3.0% | +97.5% | +90.9% |
| YTD | +168.3% | +8.5% | +159.7% | +157.9% |
| 1Y | +151.8% | +26.0% | +125.8% | +160.3% |
| All | +151.8% | +28.2% | +123.6% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling