+570.0%
NBIS vs MSTR
-43.6%
+613.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.7% | -3.7% |
| 7D | -11.6% | -10.7% | -0.9% | -7.2% |
| 30D | -39.4% | -21.6% | -17.8% | -32.4% |
| 3M | -27.2% | +24.4% | -51.6% | -35.7% |
| 6M | -24.3% | -35.5% | +11.1% | -12.1% |
| YTD | +60.1% | -20.3% | +80.4% | +63.3% |
| 1Y | +21.9% | -49.3% | +71.2% | +51.1% |
| All | +570.0% | -43.6% | +613.6% | +582.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling