+607.2%
NBIS vs MOS
-7.7%
+614.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.8% | +7.4% | +9.0% |
| 7D | 0.0% | +19.7% | -19.6% | -3.2% |
| 30D | -36.0% | +21.5% | -57.5% | -38.4% |
| 3M | -24.7% | -0.4% | -24.3% | -24.6% |
| 6M | -20.1% | +4.5% | -24.6% | -21.5% |
| YTD | +69.0% | -2.9% | +71.9% | +62.3% |
| 1Y | +27.1% | -7.7% | +34.8% | +24.3% |
| All | +607.2% | -7.7% | +614.9% | +478.8% |
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