+1,040.6%
NBIS vs MAR
+26.7%
+1,013.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -4.7% |
| 7D | +8.3% | -2.1% | +10.4% | +9.4% |
| 30D | +18.1% | -5.7% | +23.7% | +21.9% |
| 3M | +7.8% | -14.6% | +22.4% | +16.2% |
| 6M | +136.6% | +1.3% | +135.2% | +120.9% |
| YTD | +172.5% | +6.7% | +165.8% | +142.3% |
| 1Y | +144.3% | +26.4% | +117.8% | +80.6% |
| All | +1,040.6% | +26.7% | +1,013.9% | +704.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling