+673.5%
NBIS vs MOS
-7.5%
+681.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -0.8% | +16.3% | +15.6% |
| 7D | +9.3% | +5.5% | +3.8% | +8.3% |
| 30D | -26.4% | +21.0% | -47.3% | -29.0% |
| 3M | -19.9% | -0.5% | -19.5% | -19.7% |
| 6M | -16.9% | +6.6% | -23.5% | -18.8% |
| YTD | +84.8% | -2.8% | +87.6% | +77.4% |
| 1Y | +51.3% | -8.1% | +59.4% | +48.3% |
| All | +673.5% | -7.5% | +681.0% | +532.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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