+547.5%
NBIS vs MAS
-0.4%
+547.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.5% | +9.1% | +7.9% |
| 7D | -16.0% | +2.4% | -18.3% | -16.4% |
| 30D | -45.4% | +19.8% | -65.2% | -48.0% |
| 3M | -31.8% | +9.8% | -41.6% | -33.6% |
| 6M | -33.6% | +15.8% | -49.4% | -36.7% |
| YTD | +54.7% | +31.8% | +22.9% | +36.0% |
| 1Y | +18.3% | +35.4% | -17.1% | +2.2% |
| All | +547.5% | -0.4% | +547.8% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling