+28.0%
NBIS vs MSTR
-44.1%
+72.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.1% | -11.8% | -8.8% |
| 7D | -22.4% | -1.8% | -20.6% | -21.8% |
| 30D | -39.1% | -13.3% | -25.8% | -35.3% |
| 3M | -37.3% | +46.0% | -83.3% | -48.3% |
| 6M | -19.8% | -22.4% | +2.7% | -9.6% |
| YTD | +69.1% | -6.2% | +75.3% | +58.3% |
| 1Y | +28.0% | -42.3% | +70.3% | +65.0% |
| All | +28.0% | -44.1% | +72.2% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 1y: compounded portfolio wealth divided by compounded MSTR 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…
1y analysis · Full analysis span regression · 6 months rolling