+607.2%
NBIS vs MAS
+4.1%
+603.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +8.2% |
| 7D | 0.0% | +3.3% | -3.2% | -0.6% |
| 30D | -36.0% | +25.5% | -61.5% | -39.6% |
| 3M | -24.7% | +11.8% | -36.5% | -26.8% |
| 6M | -20.1% | +21.3% | -41.4% | -24.6% |
| YTD | +69.0% | +37.7% | +31.2% | +47.2% |
| 1Y | +27.1% | +41.0% | -13.9% | +9.0% |
| All | +607.2% | +4.1% | +603.1% | +506.1% |
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