+1,119.4%
NBIS vs MAR
+26.6%
+1,092.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +10.0% | +9.0% |
| 7D | +22.2% | -1.7% | +23.9% | +23.2% |
| 30D | +29.7% | -6.9% | +36.7% | +35.0% |
| 3M | +11.9% | -15.8% | +27.7% | +21.9% |
| 6M | +173.0% | +1.9% | +171.1% | +153.7% |
| YTD | +191.4% | +6.6% | +184.7% | +159.1% |
| 1Y | +280.7% | +23.7% | +257.0% | +186.9% |
| All | +1,119.4% | +26.6% | +1,092.8% | +760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling