+1,022.8%
NBIS vs MCO
-0.8%
+1,023.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | -0.8% | -3.8% | +3.0% | +0.4% |
| 30D | -13.4% | -0.4% | -13.0% | -13.7% |
| 3M | +1.0% | +7.7% | -6.7% | -5.4% |
| 6M | +100.5% | +7.0% | +93.5% | +85.4% |
| YTD | +168.3% | -6.4% | +174.7% | +173.8% |
| 1Y | +151.8% | -7.6% | +159.4% | +159.4% |
| All | +1,022.8% | -0.8% | +1,023.6% | +943.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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