+1,022.8%
NBIS vs MARA
-35.9%
+1,058.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.8% | -6.4% | -4.0% |
| 7D | -0.8% | +5.9% | -6.7% | -3.6% |
| 30D | -13.4% | +24.3% | -37.6% | -24.2% |
| 3M | +1.0% | -12.0% | +13.0% | +6.5% |
| 6M | +100.5% | +40.1% | +60.4% | +65.1% |
| YTD | +168.3% | +33.4% | +134.9% | +123.1% |
| 1Y | +151.8% | -23.7% | +175.5% | +161.4% |
| All | +1,022.8% | -35.9% | +1,058.7% | +1,080.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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