+1,101.8%
NBIS vs MSTR
-38.1%
+1,139.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.3% |
| 7D | +17.8% | +7.7% | +10.0% | +13.2% |
| 30D | +30.5% | +36.3% | -5.8% | +11.0% |
| 3M | +9.2% | +13.4% | -4.2% | -0.4% |
| 6M | +153.2% | -4.5% | +157.7% | +143.5% |
| YTD | +187.1% | -12.7% | +199.8% | +181.7% |
| 1Y | +151.1% | -59.6% | +210.7% | +239.9% |
| All | +1,101.8% | -38.1% | +1,139.9% | +1,077.2% |
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