+1,022.8%
NBIS vs MAR
+28.8%
+993.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -13.4% | -5.4% | -8.0% | -10.8% |
| 3M | +1.0% | -15.5% | +16.5% | +10.0% |
| 6M | +100.5% | +3.0% | +97.5% | +85.6% |
| YTD | +168.3% | +8.5% | +159.7% | +136.3% |
| 1Y | +151.8% | +26.0% | +125.8% | +89.1% |
| All | +1,022.8% | +28.8% | +993.9% | +684.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling